The implied volatilities for strike prices of 1.1 and 1.2 when the time to maturity is 3 months are 20% and 22%. The implied volatilities for strike prices of 1.1 and 1.2 when the time to maturity is 9 months are 18.8% and 20.2%. What are the implied volatilities for the strike prices of 1.1 and 1.2 and a time to maturity of 6 months? Select one: a. 21.10% and 10.40% b. 19.40% and 21.10% c. 10.40% and 10.40% d. 19.40% and 20.40% e. 20.10% and 19.40%