A futures price is currently 40 dollars. It is expected to move up to 44 dollars or down to 34 dollars in the next six months. The...

A futures price is currently 40 dollars. It is expected to move up to 44 dollars or down to 34 dollars in the next six months. The continuously-compounded risk-free interest rate is 6% per annum. What is the value of a six-month European call on the futures contract with a strike price of 33 dollars?