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A stock is selling for $60 per share. A call option with an exercise price of $67 sells for $3.31 and expires in 4 months.

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A stock is selling for $60 per share. A call option with an exercise price of $67 sells for $3.31 and expires in 4 months. The risk-free rate of interest is 2.8 percent per year, compounded continuously. What is the price of a put option with the same exercise price and expiration date? Select one: IN a. $9.47 b. $9.69 O c. $8.99 d. $9.23

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