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#20 5 pts A European call option with a strike price of $110.5 and maturity of 7.0 months costs $23.809. The underlying stock price is

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5 pts A European call option with a strike price of $110.5 and maturity of 7.0 months costs $23.809. The underlying stock price is $128.0. The continuously compounded risk-free rate is 8.75 percent per year. What is the value of a European put option with strike price of $110.5 and maturity of 7.0 months? 0.81049 6.4389 34.940 6.3091 46.808

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