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Suppose the 180-day futures price on crude oil is $110.00 per barrel and the volatility is...

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Finance

Suppose the 180-day futures price on crude oil is $110.00 perbarrel and the volatility is 20.0%. Assume interest rates are 3.5%.What is the price of a $120 strike call futures option that expiresin 180 days? (please show details)

A) $1.89

B) $2.19

C) $2.59

D) $3.09

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Suppose the 180-day futures price on crude oil is $110.00 perbarrel and the volatility is 20.0%. Assume interest rates are 3.5%.What is the price of a $120 strike call futures option that expiresin 180 days? (please show details)A) $1.89B) $2.19C) $2.59D) $3.09

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