The movements of the futures price are modeled by a binomial tree. (1) The length of each period is 1 year. (ii) The current futures price is 100. (iii) The risk-neutral probability of an up-move is 1/3. (iv) The continuously compounded risk-free interest rate is 5%. (v) The price of a 1-year at-the-money European call option on the futures contract is 6.3415. Calculate u