You sell a European call option with the following parameters.m = 0.6, S = $50, p = $3, r = 3% p.a., mu = 8% p.a. Both r and mu are continuously compounded. What is the instantaneous continuously compounded expected rate of return on you call option?

a)+ 53% p.a.

b)- 53% p.a.

c)+10.5% p.a.

d)+80% p.a.

e)- 10.5% p.a.