An investor has two choices to invest $5000. First, he/she can deposit $5000 in the bank for 1 year. The interest rate is 10% per annum continuous compounded. Second, he/she can buy 1000 European call options on the stock with a strike price of 45 for $5 per option. These options will be expired in 1 year. At option maturity, what is the stock price to make the second choice to give the same outcome as the first choice? Select the most suitable answer. O a 52.60 O b. 45.63 O c. 50.53 O d. 43.80 O e. 55.40 A steel manufacturer has bought 100,000 futures contracts with maturity in 4 years with rollover every 6 months. This manufacturer is exposed to liquidity risk if: O a. There is no correct answer. O b. There is no margin call for seller. Oc There is a margin call for seller. O d. The seller closes out the position before the expiry. e. Futures prices decrease significantly for a long period. Clear my choice