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A put option that expires in eight months with an exercise price of $58 sells for $4.45. The stock is currently priced at $61, and

A put option that expires in eight months with an exercise price of $58 sells for $4.45. The stock is currently priced at $61, and the risk-free rate is 3.4 percent per year, compounded continuously. What is the price of a call option with the same exercise price?

$8.10 $9.10 $.15 $8.45 $8.75

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A put option that expires in eight months with an exercise price of $58 sells for $4.45. The stock is currently priced at $61, and the risk-free rate is 3.4 percent per year, compounded continuously. What is the price of a call option with the same exercise price? Multiple Choice $8.10 $9.10 $.15 $8.45 $8.75 O O O O

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