Question: S = 55, X = 45, r = 1%, T = 6 months, and Sigma = 0.2. The time premium for the call option is

S = 55, X = 45, r = 1%, T =

S = 55, X = 45, r = 1%, T = 6 months, and Sigma = 0.2. The time premium for the call option is O a $10.00 Ob. $10.45 O c $0.45 O d. $0.00 O e. -$0.45

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