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2) A put option and a call option on a stock have the same expiration date and the same exercise (or strike) price. Both options

2) A put option and a call option on a stock have the same expiration date and the same exercise (or strike) price. Both options expire in 6 months. Assume that put-call parity holds and interest rate is positive. If both call and put options have the same price, which one of the following true?

A) Put option is in-the-money

B) Call options is in-the-money

C) Both call and put options are in-the-money

D) Both call and put options are out-of-the-money

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