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Using Black’s model, price a six-month at-the-money call on a futures contract at $50$ , with $30\%$ volatility and a continuously compounded rate of $4\%$ . Give two decimals.

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Using Black’s model, price a six-month at-the-money call on a futures contract at 505050, with 30%30\%30% volatility and a continuously compounded rate of 4%4\%4%. Give two decimals.

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Using Black’s model, price a six-month at-the-money call on a futures contract at $50$ , with $30\%$ volatility and a continuously compounded rate of $4\%$ . Give two decimals.