IV. You are a market maker and one of your clients just called you to price a 3-month European call with strike $15 on the stock of a new company. The company just went public a month ago, so you don't have much information on the stock other than it's currently trading at $22 and the yield-curve is flat at 2% for all maturities (continuously compounded). Which of the following could be possible prices? (2 marks) Select one or more: O a. $7.07 O b. $5 O c. $7.0750 O d. $22