21. Consider an option on a non-dividend paying stock where the stock price is $30, the strike price is $29, the continuously compounded risk-free rate of return is 5% per year, the continuously compounded standard deviation of its return is 25% per year and the time to maturity is 4 months. If the Black-Scholes price of a European call on this option is C, what is the breakeven stock price at maturity? a. $29+C b. $29C c. $30+C d. $30C e. None of the above