a, b, c, d, and e

5. In each of the following questions, you are asked to compare two options with parameters as given. The risk-free interest rate for all cases should be assumed to be 6%. Assume the stocks on which these options are written pay no dividends. (LO 16-1) a. Which put option is written on the stock with the lower price? (1) A (2) B (3) Not enough information b. Which put option must be written on the stock with the lower price? (1) A (2) B (3) Not enough information Which call option must have the lower time to expiration? (1) A (2) B (3) Not enough information Which call option is written on the stock with higher volatility? (1) A (2) B (3) Not enough information Which call option is written on the stock with higher volatility? (1) A (2) B (3) Not enough information