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9 ABC's stock price is $115. The price of a one-year X=110 call option on ABC is $21 and the price of a one-year X-110
9 ABC's stock price is $115. The price of a one-year X=110 call option on ABC is $21 and the price of a one-year X-110 put option on ABC is $7. Both options are European style and ABC won't pay any dividends during the next year. The price of a riskless bond that pays $110 in one year is $100 (i.e., 100e = 110). What is the "lower price bound" for the one-year X=110 call option on ABC? 05 O 10 2 pts O None of the above
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