The best possible profit to the writer of a call option at expiration is: O a. equal to the option strike price, X O b. equal to the call premium, C O c. unlimited O d. zero You sell a two-year swap to exchange LIBOR for fixed-rate payments on a $100 million notional principal. LIBOR rates are as follows: One-year spot rate 2% per year. Forward rate in the second year 3,5% per year. The present value of the floating-rate payments is currently estimated as O a. 1521.02) + $3.5/(1.035121 - 55.23 milion O b. 152/(1.02) + 53.5/(1.0281.035)2 - 55.28 million OC(281.02) + 53.5/01.02X1.03521-55.16 million O d. [52/(102) $3.5/(1035) - 55.34 million