The spot price of the market index is $900. The annual rate of interest on treasuries is 2.4% (0.2% per month). After 3 months the market index is priced at $920. An investor has a long call option on the index at a strike price of $930. What profit or loss will the writer of the call option earn if the option premium is $2.00?

Answer

a.	$2.00 prdida
b.	$2.01 prdida
c.	$2.00 ganancia
d.	$2.01 ganancia