Find the Price of a European Call on a Futures

Multiple Choice

Find the price of a European call on a futures contract if the futures price is $106,the exercise price is $100,the continuously compounded risk-free rate is 7.2 percent,the volatility is 0.41 and the call expires in six months.

A) $14.57
B) $17.04
C) $6.00
D) $19.78
E) none of the above