Suppose an investor buys an option for a $1000 premium on a $100,000 August T-bill futures contract with a strike price of 120. On the expiration date, the T-bill futures contract has a price of 115. (Recall that arbitrage will result in the spot price equalling the futures contract price.) what should be the price of the futures contract to make the individual indifferent between buying the T-bill (exercising his option) and not exercising his option?