Assume the BlackScholes framework. For a call option on a stock, you are given: I. The continuously compounded expected rate of return on the call option is three times the continuously compounded expected rate of return on the stock. II. The continuously compounded riskfree interest rate is 5%. III. The volatility of the stock is 25%. IV. The elasticity of the call option is 5.50. Calculate the Sharpe ratio of the call option. 0.06 0.08 P N O P W to @@@09