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Page 17 59.A stock is currently trading at 20. Assume that at the end of one month it will either be 23 or 17. The risk-free interest rate is 5% per annum. The value of an ATM put option with a maturity of 1 month is closest to (a) 0.55 (b) 0.95 (c) 1.45 (d) 3.00 60. A European call written on the stock with a maturity of 1 year and a strike price of 100 is worth 5. The underlying stock is worth 100 and the value of a European put with a maturity of 1 year and a strike price of 100 is 3. The annual interest rate is closest to (a) 5.00 % (b) 4.00 % (c) 3.00 % (d)2.00%