30 points 10. You have been asked to determine the prices of the options on ABX stock, currently trading at $22.50 a share. You estimate the continuously compounded ABX stock return volatility (o) to be 0.20 (20%) and the risk-free rate to be 2.25 percent. These options have 108 days left to expiration. a. Determine the equilibrium prices, time and intrinsic values of the following: 1. ABX 20 options. 2. ABX at-the-money options