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The current market value of a stock is USD 100.00. The continuously compounded risk-free interest rate is 12% annually. The exercise price for all options is USD 90.00. Given this information, determine the highest potential costs for the following options, each with a maturity of 3 months:
A
97.04, 97.04, 87.34, 87.34
B
97.04, 100.00, 90.00, 90.00
C
100.00, 100.00, 87.34, 90.00
D
100.00, 100.00, 90.00, 90.00