A stock is about to pay a dividend. You are given (i) The stock's current price is 110 The stock pays dividends of 2 quarterly The continuously compounded risk-free rate is 0.05 A European call option on the stock expiring in 4 months with strike price 100 is worth 11.54. A European put option with the same conditions is worth 3.87. Decompose the value of the European call option into four components: exercise value, implicit put value, value of interest, value of dividends. Select one: O A. exercise value: 10, implicit put value: 3.87, value of interest: 1.65, value of dividends: 3.98 O B. exercise value: 10, implicit put value: 2.67, value of interest: 2.54, value of dividends: 3.98 O C. exercise value: 10, implicit put value: 3.87, value of interest: 2.54, value of dividends: 3.98 O D. exercise value: 10, implicit put value: 2.67, value of interest: 1.65, value of dividends: 2.68 O E. exercise value: 10, implicit put value: 3.87, value of interest: 1.65, value of dividends: 2.68