0 points possible (ungraded) Consider a European Call option of stock XYZ. The current price of the option is $4.62. This option has 9.00 months to maturity and the strike price is $110.00. Currently, the price of XYZ stock is $55.00. The 9.00-month interest rate (annualized, continuously compounded) is 4.00%. Compute the net payoff to the buyer of the option at the expiration of the options, assuming that Save (a) 0.0/2.0 points (graded) (a) the price of XYZ at maturity is $150.00