A Call Option on ABCD Stock, with an Exercise Price

Multiple Choice

A call option on ABCD stock, with an exercise price of $50, will either be worth $12 or worthless. The call option has a delta of 0.3. What is the binomial spread of possible stock prices?

A) Low of $22 and high of $62
B) Low of $50 and high of $62
C) Low of $58 and high of $62
D) Low of $38 and high of $62