A trader is planning to sell 100,000 call options expiring in 20 weeks from now. The trader performs profit and loss analysis using a Monte Carlo simulation. Specifically, the trader simulates the price path over the course of 20 weeks to determine the number of shares needed at each point of time in order to maintain a delta-neutral portfolio. After running one million trials, the trader reports the following summary statistics for the total cost Min. 1st Qu. Median Mean Total Cost 60,391.78 217,132.19 244,819.99 244,812.38 3rd Qu. Max. 271.948.15 499,550.39 Based on the above information, what is the fair price of the call option? Assume that the risk-free rate is 10% (a) 2.44 (b) 2.71 (c) 2.40 (d) 2.35