19题的答案是C，但是我算出来是D啊
答案的最后是用了prepaid price of the stock不过dividend是0，所以prepaid price不是应该等于100么？为什么答案还是用了risk free rate进行了折现？
下周考试！！求大神解答！
19. Consider a forward start option which, 1 year from today, will give its owner a
1-year European call option with a strike price equal to the stock price at that time.
You are given:
(i) The European call option is on a stock that pays no dividends.
(ii) The stock’s volatility is 30%.
(iii) The forward price for delivery of 1 share of the stock 1 year from today is
100.
(iv) The continuously compounded risk-free interest rate is 8%.
Under the Black-Scholes framework, determine the price today of the forward start
option.
(A) 11.90
(B) 13.10
(C) 14.50
(D) 15.70
(E) 16.80