ine following options currently trade on Pertn Limited snares: European Call European Call European Put European Put Strike price $50 $40 $50 $40 Maturity 6 months 1 year 6 months 1 year Current value $20.25 $4.50 $7.40 If the risk-free rate is 10% per annum for all maturities and Perth Limited is not expected to pay any dividends over the next three years, the current value of the 1- year European call option in the table that has a strike price of $40 is closest to: $3.37 $10.48 $23.28 $34.46