I also need help with this one please

Hull 27.16 Consider a variable that is not an interest rate a) In what world is the futures price of the variable a martingale? b) In what world is the forward price of the variable a martingale? (c) Derive an expression for the difference between the drift of the futures price and the drift of the forward price in the traditional risk-neutral world As usual, let P(t,T) denote the price of a zero coupon bond, and define variables fpF, P, F, as necessary (d) Show that your result is consistent with the points made in Section 5.8 about the crcumstances when the futu res price is above the forward price . Hull 27.16 Consider a variable that is not an interest rate a) In what world is the futures price of the variable a martingale? b) In what world is the forward price of the variable a martingale? (c) Derive an expression for the difference between the drift of the futures price and the drift of the forward price in the traditional risk-neutral world As usual, let P(t,T) denote the price of a zero coupon bond, and define variables fpF, P, F, as necessary (d) Show that your result is consistent with the points made in Section 5.8 about the crcumstances when the futu res price is above the forward price