Stock ABC has a current price of $100 and does not pay any dividends. An options trader, an alumnus of Derivatives class, sells a European call option written on this stock with a strike of $100. The call option will expire in one year. The trader estimates the volatility of the stock to be 20% per year. Finally, current interest rate is at 5% annually. How much does the trader can expect to receive according to the Black-Scholes model? 08.11 O 19.33 10.45 15.09 Question 2 20 pts The trader in the above question receives $9.8 from selling the call. Which statement about the stock's volatility is correct? O Volatility is higher than 20% O Volatility is less than 20% O Volatility is equal to 20%