Question 9 2.5 Points Which call option below is written in the stock with the lower firm-specific (idiosyncratic) risk? Explain how you know in one sentence. CALL T X 5, B . Price of the option $10 $8 $25 B 0.5 0.5 $20 $20 1.25 1.25 $25 Information as text CALL A T=0.5 X=$20 S0=$25 B=1,25 Price of the option = $10 BT=0,5 X=$20 50=$25 8=1.25 Price of the option = $8 Question 9 2.5 Points Which call option below is written in the stock with the lower firm-specific (idiosyncratic) risk? Explain how you know in one sentence. CALL T X 5, B . Price of the option $10 $8 $25 B 0.5 0.5 $20 $20 1.25 1.25 $25 Information as text CALL A T=0.5 X=$20 S0=$25 B=1,25 Price of the option = $10 BT=0,5 X=$20 50=$25 8=1.25 Price of the option = $8