Suppose that the current futures price is 30 and that it will move either up to 33 or down to 28 over the next month. The risk free rate is 6% per annum (with continuous compounding). Consider a one-month call option on the futures contract with a strike price of 29. What is the price of this option according to a one-step binomial tree model?

Group of answer choices

a- 1.592

b- 4.0

c- 2.0

d- 1.72