Suppose the price of a non-dividend-paying stock is $20, the continuously compounded risk-free rate is 6% per annum, and the volatility of the stock is 40% per annum.

(a) Find the price of a $21-strike call option with one year to expiration.

(b) What is the one year forward price for the stock?

(c) What is the price of a one-year $21-strike call option, where the underlying asset is a futures contract maturing at the same time as the option?