A stock is currently selling for $40.85. A 3-month call option with a strike price of $40 has an option premium of $1.30. The risk-free rate is 2 percent and the market rate is 9.5 percent. What is the option premium on a 3-month put with a $40 strike price? Assume the options are European style. If the call option premium is $1.96 and the stock is currently selling for $41.49. What is the corresponding put option premium? 1 A IEE c? Maximum file size: 200MB, maximum number of files: 3