When the interest rate is 4% per annum with continuous compounding, which of the following creates a $1000 principal protected note (with the maximum potential payoff while protecting the principal as described in the text)? A one-year zero coupon bond plus a one-year call option worth about $59 a. b. A one-year zero coupon bond plus a one-year call option worth about $49 C. a one-year zero coupon bond plus a one-year call option worth about $29 d. A one-year zero coupon bond plus a one-year call option worth about $39