All Else Constant,which One of the Following Situations Will Produce

Multiple Choice

All else constant,which one of the following situations will produce the highest call price given a strike price of $27.50?

A) $25 stock price; 15 percent standard deviation
B) $25 stock price; 30 percent standard deviation
C) $30 stock price; 15 percent standard deviation
D) $30 stock price; 30 percent standard deviation
E) Insufficient information is provided to answer this question.