Assume the BlackScholes framework for a stock. You are given: i] The current stock price is 40 ii) The stock pays no dividends iii) The expected rate of appreciation is 16% iv) The stock' 3 volatility is 30% v) The BlackScholes price of a 6month 42strike European call on the stock is 3.22 vi) The continuously compounded riskfree rate is 8% You just bought a 6month straddle which pays the absolute difference between the stock price after 6 months and 42. Calculate the probability of having a positive profit after 6 months. Possible Answers Less than 0.35 \"At least 0.35 but less than 0.40 .At least 0.40 but less than 0.45 .At least 0.45 but less than 0.50 a At least 0.50