Questions 3-7 are based on the following information: Assume the six-month European call option has a striking price of $0.95/CHF. Assume the option premium is $0.02/CHF. The buyer of the option is holding a position, and the seller of the option is holding a position. long call; short call long call; short put long put; short call long put; short put Questions 3-7 are based on the following information: Assume the six-month European call option has a striking price of \$0.95/CHF. Assume the option premium is $0.02/CHF. If at the due date, the value of the Swiss Franc has risen to $1.00, the option is . The net profit/loss of the buyer of the option is in the money; $0.05/CHF in the money; $0.03/CHF out of the money; $0.03/CHF out of the money; $0.02/CHF