Consider a European call option on a stock index with 1 year until expiration and a strike price of 900. The price of the call option is 150. The annual effective risk-free interest rate is 10%. Phillip takes a long position in the call, and Elizabeth takes a short position in the call. At the end of 1 year, Phillip's profit is equal to Elizabeth's profit. Calculate the price of the index at the end of 1 year. A 1,032.50 B 1,065.00 C 1,082.50 D 1,097.50 E 1,150 OA) A B) B OC C D) D E) E