Make the same assumptions as in the previous problem. a. What is the 9-month forward price for the stock? b. Compute the price of a 95-strike 9-month call option on a futures contract. c. What is the...

Make the same assumptions as in the previous problem.

a. What is the 9-month forward price for the stock?

b. Compute the price of a 95-strike 9-month call option on a futures contract.

c. What is the relationship between your answer to (b) and the price you computed in the previous question? Why?