So K What is the conditional expectation of stock price after 1 year (=S) under the condition that the call option expires in the money (i.e., S > K) at maturity, as implied by option prices? (1) 110; (2) 110.5; (3) 111; (4) 111.5; (5) 112; (6) 112.5; (7) 113; (8) 113.5; (9) 114; (10) 114.5; (11) 115; (12) 115.5; (13) 116; $100 T 2% pa call(K,T) $100 $6.93 T 1 year put(K,T) $4.95 N(d) 0.5826 N(d) 0.5237 So K What is the conditional expectation of stock price after 1 year (=S) under the condition that the call option expires in the money (i.e., S > K) at maturity, as implied by option prices? (1) 110; (2) 110.5; (3) 111; (4) 111.5; (5) 112; (6) 112.5; (7) 113; (8) 113.5; (9) 114; (10) 114.5; (11) 115; (12) 115.5; (13) 116; $100 T 2% pa call(K,T) $100 $6.93 T 1 year put(K,T) $4.95 N(d) 0.5826 N(d) 0.5237