AMZN shares currently sell for 775. The stock pays no dividend. The current risk-free rate is 1.50% compounded continuously. You believe AMZN European options, with a strike price of 780, maturing in 24 trading days, should be selling for an implied volatility of 21%. (Assume there are 252 trading days in a calendar year.)

Using the Black-Scholes Merton model, if the price you computed for this put is $30.00, what is the price for the corresponding call?

Group of answer choices

c < 26.0

26.0 c < 27.0

27.0 c < 28.0

28.0 c < 29.0

c 29.0