A European call sells for $6.16. The underlying asset currently sells for $191, the call has a strike price of $187, and matures in one month. The one-month rate of interest is 0.5 percent compounded continuously. According to put-call parity, the put price is: $.08 $2.24 $2.08 $1.23 Question 30 2.5 pts A European put sells for $2.83. The underlying asset currently sells for $39, the put has a strike price of $39, and matures in two months. The two-month rate of interest is 0.8 percent compounded continuously. According to put-call parity, the call price is: Question 31 2.5 pts As with forward contracts, the basic idea behind pricing options is: remediation restitution replication retribution