Question 9 ABC's stock price is $115. The price of a one-year X=110 call option on ABC is $21 and the price of a one-year X-110 put option on ABC is $7. Both options are European style and ABC won't pay any dividends during the next year. The price of a riskless bond that pays $110 in one year is $100 (i.e., 100e = 110). What is the "lower price bound" for the one-year X=110 call option on ABC? 05 O 10 2 pts O None of the above

ABC 's stock price is $115. The price of a one-year X=110 call option on ABC is $21 and the price of a one-year X=110 put option on ABC is $7. Both options are European style and ABC won't pay any dividends during the next year. The price of a riskless bond that pays $110 in one year is $100 (i.e., 100er=110). What is the "lower price bound" for the one-year X=110 call option on ABC ? 5 6 10 None of the above