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92. A European stock index call option has a strike price of $1,160 and a time to expiration of 0.25 years. Given a risk-free rate

92. A European stock index call option has a strike price of $1,160 and a time to expiration of 0.25 years. Given a risk-free rate of 4 percent, if the underlying index is trading at $1,200 and has a multiplier of 1, then the lower bound for the option price is closest to: A. $28.29. B. $40.00. C. $51.32

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