Consider European CALL options on the same non-dividend paying stock XYZ. Assume that the price of stock XYZ is 100. Holding everything else equal, in which of the following scenarios does the option has the lowest price?

Group of answer choices

A. Exercise Price = 90, volatility 2%

B. Exercise Price = 90, volatility 4%

c. Exercise Price = 100, volatility 2%

D. Exercise Price = 100, volatility 4%