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15. The current price of a stock is $60 and the annual risk-free rate is 6%. A call option on the stock which expires in

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15. The current price of a stock is $60 and the annual risk-free rate is 6%. A call option on the stock which expires in one year has an exercise price of $65, the call option is currently valued in the market at $9.00. What would be the value of a put option with the same exercise price and expiration date? a. $7.50 b. $8.82 C. $9.92 d. $10.22

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