Question: 34. The following option prices are given for YBM, whose stock price equals $99: Strike Price 95 Call Price 10.50 2.50 1.50 Put Price 2.00

34. The following option prices are given for YBM, whose stock price equals $99: Strike Price 95 Call Price 10.50 2.50 1.50 Put Price 2.00 3.50 11.00 100 105 35. Which of the following statements is correct? a. The intrinsic value for 95 call is $4 and for 105 put is $6. b. The intrinsic value for 95 call is $4.50 and for 100 put is $2. C. The intrinsic value for 100 call is $1 and for 95 put is $4. d. The intrinsic value for 105 call is O and for 105 put is $5. None of these answers are correct. e
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