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5. The common stock of the C.A.L.L. Corporation has been trading in a narrow range around $100 per share for months, and you believe it

5. The common stock of the C.A.L.L. Corporation has been trading in a narrow range around $100 per share for months, and you believe it is going to stay in that range for the next 3 months. The price of a 3-month put option with an exercise price of $100 is $8. If the risk-free interest rate is 10% per year, what must be the price of a 3-month call option on C.A.L.L. stock at an exercise price of $100 if it is at the money?

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