ABC stocks are currently trading at $100 per share. ABC options are available in European...

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Finance

ABC stocks are currently trading at $100 per share. ABC options are available in European puts and calls. The times to expiration are three months, six months, and nine months. Strike prices are $90, 95, $100, $105 and $110.

1). The cheapest call option (lowest call premium) is? Justify your answer & show your calculations

a. the three-month call with a strike price of $95

b. the three-month call with a strike price of $105

c. the nine-month call with a strike price of $95

d. the nine-month call with a strike price of $105

e. the nine-month call with a strike price of $115

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