Anthony has presented you with a proposal regarding a stock that is expected to appreciate over the next six months [current price is $75.] Anthony also states that the price could potentially fall over this time period. Market Data: At the money 6 month calls on the stock noted above are trading at $7.50. Six month T-bills are yeilding 1.5% Funds available for investment in Anthonys portfolio= $15,000. You propose the following strategies for presentation to Anthony before he decided how to invest his funds. A) Purchase shares of the stock B) Purchase call options at price of $7.50 each. C) Purchase 200 calls and invest to show the portfolio value at expiration and related rates of returns at the stock prices of $70, $75, $80, and $90. Which option would be best for Anthony?

Roles of rmim A Shares olstodr. B Calleptions C. Calts r cash in t bulls