which of the alternatives is correct and why?

thanks.

(b) 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? 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) D. $50N (0.1) 49.38N(-0.1) E. None of the alternatives