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7 . 1 Consider a one - year maturity call option and a one - year put option on the same stock , both with

7 . 1 Consider a one - year maturity call option and a one - year put option on the same stock , both with striking price $45 . If the risk - free rate is 4 % , the stock price is $48 , and the put sells for $1. 50 , what should be the price of the call ? a . $4. 38 b . $5. 60 C . $6. 23 d. $12 . 26 P. None of these is correct

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