18) Today, Ted purchased 500 shares of ABC stock at a price of $42.20 per share. He also purchased five put option contracts on ABC at a price of $.10 per share, an exercise price of $40 and a 1-year term. What is the maximum loss Ted can realize on his investments over the next year? A) $0 B) -$1,050 C) -$1,150 D) -$1,115 E) -$1,105 19) The current market value of the assets of AMN Co. is $47 million, with a standard deviation of 21 percent per year. The firm has zero-coupon bonds outstanding with a total face value of $35 million. These bonds mature in two years. The risk-free rate is 3.6 percent per year, compounded continuously. What is the value of di as it applies to the Black-Scholes option pricing model? A) 1.60067 B) 1.48002 C) 1.38357 D).89006 E) 1.32471