The common shares of Twitter, Inc. (TWTR) recently traded on the NYSE for $19.10 per share. You have employee stock options to purchase 1.000 TWTR shares for $16.9 per share. The options expire in three years. Assume that the annualized volatility of TWIR stock Is 86.0 percent and that the Interest rate is 28 percent. (Assume the options are European options that may only be exercised at the maturity date.) a. Is this option a call or a put? Call O Put b. Using an option pricing calculator such as the one at etter.com/blackssholes, estimate the value of your TWTR options. (Round your answer to nearest whole number: Value of your TWIR options c. What is the estimated value of the options of their maturity is six months instead of three years? (Round your answer to nearest whole number Value of the options d. What is the estimated value of the options in their maturity is three years, but TWTR's volatility 60.6 percent? (Round your answer to nearest whole number.) Value of the options 2 Now