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9. Calculate the price of a three-month European call option on the spot price of silver. The three-month futures price is $12, the strike price is $13, the risk-free rate is 4%, and the volatility of the price of silver is 25%.

10. The following table gives the settlement prices on 11/20/2009 of options on the June 2011 Eurodollar futures contract. The June 2011 futures price settled at 98.07 on this day. Both option and futures contracts mature on 06/13/2011. The call, put and strike prices are given in the same units as the futures price.

Call	Strike	Put
0.835	97.75	.515
0.670	98.00	.600
0.525	98.25	.705

Derive the implied volatilities of the 97.75 call and the 98.25 put. Assume that these options are European options and assume a discount rate of 1% on a continuously compounded basis. (Hint: Remember that the options are valued as options on the underlying rate and make sure that the futures rate, strike rate and option price are expressed in the same unit).