24.10. [2-S00:52] You are given the following information: (i) Price of call option with strike price of 45 = 7.62; (ii) Price of put option with strike price of 45 = 1.95; (iii) Annualized continuously compounded risk-free rate of return= 6.0 (iv) N(01) = 0.742, N(22) = 0.665. Using the Black-Scholes formula and put-call parity, calculate the time to maturity on the options. (A) 3 months (B) 6 months (C) 1 year (D) 1.5 years (E) 2.5 years 24.10. [2-S00:52] You are given the following information: (i) Price of call option with strike price of 45 = 7.62; (ii) Price of put option with strike price of 45 = 1.95; (iii) Annualized continuously compounded risk-free rate of return= 6.0 (iv) N(01) = 0.742, N(22) = 0.665. Using the Black-Scholes formula and put-call parity, calculate the time to maturity on the options. (A) 3 months (B) 6 months (C) 1 year (D) 1.5 years (E) 2.5 years