Suppose that an investor is analysing one European call option on an underlying stock with the following characteristics: Option price is $5, the current stock price is $95, the strike price = $100, and the expiry date of the option is in 2 months. Which of the following statements is incorrect?

Select one:

a. The break-even price for taking a long position in this call option is $100.

b. Buying the call option will give the investor some advantages over buying the underlying stock

c. The maximum profit for taking a long position in this call option is unlimited while the maximum loss for taking a long position in this call option is $5.

d. The investors should buy the call option if he expects the price of the underlying stock in the next two months will be more than $100.