Stock price is $100 now. In one period, it can go up to $125 or down to $90. Interest rate per period is 5%. A call option expiring at the end of the period has a strike price of X = 115. Which of the data above is inconsistent with the binomial model? a. If the "up" price is $125 and the "down" price is $90, then the interest rate cannot be 5%
b. If the "up" price is $125, then the "down" price cannot be $90
c. If the option strike price is $115, then the stock price today cannot be $100
d. If the "up" price is $125, then the option strike price cannot be $115