Consider a stock with current price

S$0=29$ per share. A european call option on this

stock that matures in

T $=3$ months with strike

K $=30$ costs

PC $=2\mathrm{.}9$ per share. You

are considering two ways to invest $58.$ Plan A is to buy $58$

$/29=2$ shares of the stock

and sell them in $3$ months. Plan B is to buy $58$

$/$

$2\mathrm{.}9=20$ call options on the stock. If

ST

denotes the stock price per share in $3$ months, plan B has higher payoff

$($a$)$ for any

ST

$>$

$0($b$)$ if

ST

$<29($c$)$ if $29<$ ST

$<30($d$)$ if

ST

$>30($e$)$ if ST$>33\mathrm{.}33$