none of the above QUESTION 10 The following information is given about options on the stock of a certain company So X=20 - 23 rc T 0.5 0.09 o2 = 0.15 No dividends are expected. What value does the Black-Scholes-Merton model predict for the call? (Due to differences in rounding your calculations may be slightly different. "none of the above" should be selected only if your answer is different by more than 10 cents.) 5.35 O 1.10 4.73 6.50 none of the above QUESTION 11 certain company So 23 rc 0.09 02- 0.15 If we now assume that the stock pays a dividend at a known constant rate of 3.5 percent, what stock price should we use in the model? (Due to differences in rounding your calculations may be slightly different. "none of the above" should be selected only if your answer is different by more than 10 cents.) X 20 T 0.5 22.60 19.65 23.00 The standand pit and c O 21.99 none of the above are Europen contracti buy a call ho QUESTION 12 5 p noo