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Apple's stock is trading for $103. A call option on this stock with 5 months to expiration has a strike price of $105. A put
Apple's stock is trading for $103. A call option on this stock with 5 months to expiration has a strike price of $105. A put option on the stock with 5 months to expiration has a strike price of $105. The standard deviation of the stock's return in 16.4% and the risk-free rate is 10%. If the call option is trading at $6.17, then what should the price of the put option? (it has the same X price and Maturity as the call option)
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