7. The current price of a stock is $50, the annual risk-free rate is 6%, and a 1-year put option with a strike price of $55 sells for $10.20. What is the value of a call option, assuming the same strike price and expiration date as for the call option (using continuous time compounding)?

a. $7.20

b. $7.71

c. $8.12

d. $8.40

e. $9.00