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22. Brandon bought a June $100 Call on ITech six months ago at a price of $8.85 per share. This call option will expire in
22. Brandon bought a June $100 Call on ITech six months ago at a price of $8.85 per share. This call option will expire in six months and will be exercised for sure on the expiration date. ITech stock is currently selling at $105 per share. Annual riskfree rate is 4%. What are ITech June $100 Call's intrinsic value and time value currently? A. $5 and $3.85 B. $3.85 and $5 C. $5 and $1.93 D. \$5 and \$1.96 E. None of the above
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