Suppose immediately after signing the agreement (and delivering the money) in the previous question, the continuously compounded interest rate jumps to 10%, and the stock price falls to $28. You wish to terminate your agreement. What is closest to a fair payment from your counterparty to you to terminate the agreement? (A negative number would reflect a payment from you to the counterparty.)

a.    -$2

b.    -$1

c.     $0

d.    $1

e.    $2