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6-5) You just read that a 6-month European call option on Bent Inc. with a strike price of $50 is selling for $6.31. The current
6-5) You just read that a 6-month European call option on Bent Inc. with a strike price of $50 is selling for $6.31. The current stock price is $52.75 and its annual volatility is 10%. The current risk free rate for all periods up to a year is 8.25% per annum with continuous compounding. What is the value of the put with the same strike and expiration?
A) $1.12
B) $1.54
C) $5.19
D) $5.67
E) $6.31
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