YMMV is currently trading at $23.07 and pays a continuously compounded dividend of 1.250%. The risk free rate is 9.500%, and YMMV has a daily volatility of 2.32%. Assume a year has 360 days (and a month has 30 days). Using u = exp( (r-6)T + o sqrt(T)), and d = exp( (r-6)T-o sqrt(T)), find the price and single step replicating portfolio (Delta and B) for a European style call option expiring in 8 months with a strike price of $22.00. (In the equations for u and d, o is the annual volatility.) O a. C= $4.48, A = 0.644, B = -10.37 O b. C = $2.99, A = 0.429, B = -6.92 O c. C = $3.49, A = 0.501, B = -8.07 O d. C = $4.23, A = 0.608, B = -9.80 O e. C = $4.98, A = 0.716, B = -11.53