You are given: (i) The cumulative distribution function of future lifetime for a newborn is linear between 0 and 60 and linear between 60 and 120 . (ii) F0(60)=0.2 and F0(120)=1. (iii) =0.02 Calculate the annual net premium of a fully continuous whole life insurance of 1 on (40). (A) 0.01064 (B) 0.01311 (C) 0.01471 (D) 0.01545 (E) 0.01553