45.For a one-period binomial, what is the one-period up movement in the stock price and the one period down-movement in the stock price, if the current stock price is $90, its annual standard deviation of continuous returns is 30% and the option matures in 3 months?

a.$104.57 and $77.46

b.$102.23 and $98.03

c.$123.78 and $64.52