What is the standard deviation of the call option return (to the nearest percent) in the previous question? 101%192%115%56%169%72% Suppose that in a one-period binomial model there is p European style call option that pays $15 in the up scenario and $0 in the down scenario. The option is trading for $6 in the market. Assume that the real-world probability of realizing up scenario is 70%. What is the expected return on the call option? 50% 35% 25% 75% 0% What is the standard deviation of the call option return (to the nearest percent) in the previous question? 101%192%115%56%169%72% Suppose that in a one-period binomial model there is p European style call option that pays $15 in the up scenario and $0 in the down scenario. The option is trading for $6 in the market. Assume that the real-world probability of realizing up scenario is 70%. What is the expected return on the call option? 50% 35% 25% 75% 0%