What is a lower bound for the price of a two-month European put option on a non dividend-paying stock when the stock price is $58, the strike price is $65, and the risk-free interest rate is 5% per annum? 56.78 $6.46 $1.80 $7.54 A one-month European call option on a non-dividend-paying stock is currently selling for $2.75. The stock price is $40, the strike price is $37, and the risk-free interest rate is 6% per annum. Which of the following statements is true? The call option is overvalued, therefore needs to be sold The call option is undervalued, therefore needs to be bought The call option is undervalued, therefore needs to be sold The call option is overvalued, therefore needs to be bought