Question: The continuously compounded expected return on Stock X is 15%. The continuously compounded risk-free rate of return is 6%. The volatility of a European call

The continuously compounded expected return on Stock X is 15%. The

The continuously compounded expected return on Stock X is 15%. The continuously compounded risk-free rate of return is 6%. The volatility of a European call option on Stock X is 182%. The elasticity of the option is 5.20. Calculate the Sharpe ratio of the call option. O A. 25.7% OB. 32.9% OC. 35.0% OD. 42.9% O E. 63.7%

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