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14. ExxonMobil shares and a pair of 3-month options with strike price of $30 are trading at the prices in the table below. Assuming the

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14. ExxonMobil shares and a pair of 3-month options with strike price of $30 are trading at the prices in the table below. Assuming the 3-month risk-free interest rate (with continuous compounding) is 10% p.a. There is no arbitrage opportunity in this set of prices. Share price $32.00 Call premium $3.55 Put premium $0.81 A True B. False

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