12. You wish to acquire a eurodollar interest rate option for LC $6 million in March and want to lock in a deposit interest rate of 7 percent. You look in the options market quota. tions under Mar and find the following information: LC Strike Price 9200 9225 9250 9275 Calls-Settle 0.50 0.41 0.54 0.26 Puts -Sette 0.05 0.30 0.15 0.18 at 1- et of What will be the cost of using the options market to he the interest rate risk