A stock paying no dividends is priced at $154. Over the next 3-months you expect the stock to either be up 10% or down 10%. The risk-free rate is 1% per annum compounded continuously. Using the binomial tree approach, suppose you calculated the price of a 3-month European call option with a strike price of $155 to be $4.10, all else being equal, using put-call parity, what would be the price of a $155 strike put?

Group of answer choices

f $5.00

$5.00 < f 7.00

$7.00 < f 9.00

$9.00 < f 11.00

f > $11.00