This is standard European Call Option on the forward? The topic is between finance and Mathematics

3. Pricing a forward. Assume that the market contains one single risky asset with price process governed by the Black-Scholes model dS, = nS dt+oSdB, and the interest rate r is constant. There is a forward contract on the risky asset with maturity T' > 0. What is the price of a European call option on the forward contract, with maturity T 0. What is the price of a European call option on the forward contract, with maturity T