answer both correctly for an upvote

You are given the following information about a gap call option on a nondividend paying stock: i) The strike price is 90 ii) The trigger price is 100 iii) The time to maturity is six months iv) The current stock price is 85 v) The stock's volatility is 30% vi) The continuously compounded risk-free interest rate is 6%. Use the Black-Scholes model for gap options to determine the price of the call. Possible Answers Less than 4 B At least 4 but less than 5 c At least 5 but less than 6 D At least 6 but less than 7 E At least 7 Consider a forward start option which, 1 year from today, will give its owner a 1-year European call option with a strike price equal to the stock price at that time You are given: 1) The European call option is on a stock that pays no dividends. ii) The stock's volatility is 30%. iii) The forward price for delivery of 1 share of the stock 1 year from today is 100. iv) The continuously compounded risk-free interest rate is 8%. Under the Black-Scholes framework, determine the price today of the forward start option. Possible Answers 11.90 B 13.10 14.50 D 15.70 E 16.80 You are given the following information about a gap call option on a nondividend paying stock: i) The strike price is 90 ii) The trigger price is 100 iii) The time to maturity is six months iv) The current stock price is 85 v) The stock's volatility is 30% vi) The continuously compounded risk-free interest rate is 6%. Use the Black-Scholes model for gap options to determine the price of the call. Possible Answers Less than 4 B At least 4 but less than 5 c At least 5 but less than 6 D At least 6 but less than 7 E At least 7 Consider a forward start option which, 1 year from today, will give its owner a 1-year European call option with a strike price equal to the stock price at that time You are given: 1) The European call option is on a stock that pays no dividends. ii) The stock's volatility is 30%. iii) The forward price for delivery of 1 share of the stock 1 year from today is 100. iv) The continuously compounded risk-free interest rate is 8%. Under the Black-Scholes framework, determine the price today of the forward start option. Possible Answers 11.90 B 13.10 14.50 D 15.70 E 16.80