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What is the value of a European call futures option where the futures price is 50, the strike price is 50, the risk-free rate is

What is the value of a European call futures option where the futures price is 50, the strike price is 50, the risk-free rate is 5%, the volatility is 20% and the time to maturity is three months? (Show Work).

a. 49.38N(0.05) - 49.38N (-0.05)

b. 50N (0.05) - 50N (-0.05)

c. 49.38N (0.1) - 49.38N (-0.1)

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