1. Suppose A(0)=10, A(T)=11, and S(0)=9, and . The price of a European call option with exercise time I and strike price equals to 8 is C(O)=2.109. Compute the risk as as measured by the standard deviation of the cost of buying one share with and without one option at time T if p=0.3. 1. Suppose A(0)=10, A(T)=11, and S(0)=9, and . The price of a European call option with exercise time I and strike price equals to 8 is C(O)=2.109. Compute the risk as as measured by the standard deviation of the cost of buying one share with and without one option at time T if p=0.3