Suppose have shorted a Call Option on Stock "A" for $3 at a strike price of $107 and you purchase a Call option on Stock "A" for $6 at a strike price of $101. What is the lowest stock price at which you can break even? O a. None of the given choices is correct O b. $101 Oc. $102 O d. $103 O e. $104 Of. $107 Relying on the given N(d) table, use the Black-Scholes Option Pricing Model for this problem Given: S= $113; X= $100; T= 60 days; r= 2.5% annualized continuously compounded; o= 20%. No dividends will be paid before the option expires. The value of the put option is (round the calculation of d to the nearest 10th digit and pick the nearest answer): O a. $0.46 O b. -$2.09 O c. $2.04 O d. $12.99 O e. None of the given choices is correct