As a financial analyst at JPMorgan Chase investments, you are evaluatingEuropeancall options and put options using Black Scholes model. Suppose BMI's stock price is currently $75. The stock's standard deviation is 7.0% per month. The option with exercise price of $75 matures in three months. The risk-free interest rate is 0.8% per month.

Pleasechoose all correct answers.

1.The price of the Europeancall option is $13.14

2.The price of the six month Europeancall option is $3.76

3.The risk free interest rate per year is 11.8%

4.The call option will increase by 20cents if the stock goes up by $1.

5.The standard deviation per year is 24.25%

6.The risk free interest rate per year is 1%

7.The standard deviation per year is 16%

8.The standard deviation per year is 84%.

9.The risk freeinterest rate per year 9.6%

10.The call option will decrease 60 centsif the stock goes up by $1.

11.The standard deviation per year is 70%.

12.The call options delta is 0.6015

13.The price of the European call option is $4.5062

14.The price of the call option is $3.50

15.Therisk free interest rate per year is 8%