Use the following information to answer Questions 35 to 37: A European put option with an exercise price of $100 and 3 months till maturity is trading at $4 when the underlying stock is trading at $97. The risk free rate equals 5%, 35. All other factors remaining the same, the value of a fiduciary call most likely: A. Cannot be determined given the information B. Equals $101 C.Equals $1 36. All other factors remaining the same, the value of a European call is most likely: A. Cannot be determined given the information. B. $1 C. $2.21 37. All other factors remaining the same, the value of an American put option is least likely. A. $3 B. SA C. $4.05