This is just one question with sub-parts

Consider the following pairs of options. For each pair, assume the risk free rate is 5% and that the underlying stocks do not pay dividends. No marks will be awarded for correct answers without explanation. NOTE label your answers carefully in the box below to receive credit. 1. Which call option in the table below is written on the stock with the higher volatility? Explain how you know in one sentence. (1 mark) CALL T so Price of the option A 0.5 20 25 10 B 0.5 20 25 8 2. Which put option in the table below is written on the stock with the higher volatility? Explain how you know in one sentence. (1 mark) PUT T X So Price of the option 0.5 20 25 5 D 0.5 20 25 3 3. Which put option in the table below is written on the stock with the higher price? Explain how you know in one sentence. (1 mark) PUT T Volatility Price of the option E 0.5 20 0.4 5 F 0.5 20 0.4 3 4. Which call option below has a longer time to maturity? Explain how you know in one sentence. (1 mark) CALL Volatility SO Price of the option G 0.2 20 25 10 H 0.2 20 25 8 5. Which call option below has a higher exercise price? Explain how you know in one sentence. (1 mark) CALL Volatility T So Price of the option J 0.2 .25 25 10 K 0.2 .25 25 8