8. You are the lucky owner of an American put option on a stock where the company is at risk for bankruptcy. You are given: i) The stock pays no dividend and has a current value of $1 ii) The option's strike is $2 and the term to expiry is 1 year. iii) The continuously compounded risk free rate is 10%. Which of the following $2-strike 1-year European call option values on the same stock would make you indifferent to early exercise of your American put option? a) 0.19 c) 0.23 e) 0.27 b) 0.21 d) 0.25