Use Black-Scholes-Merton model to value the following options: A futures contract is trading at 2000 . Its return volatility is 20% per annum. The risk-free rate is 5%. A threemonth European call option with strike price 2050 is worth \$ A futures contract is trading at 2000 . Its return volatility is 20% per annum. The risk-free rate is 5%. A six-month European put option with strike price 2050 is worth $