D is the correct answer. Why?

Question 21 The price of a call option on one Gamma stock with a strike price of 100 and maturity 2 years is 75.5 NOK. A put option on the same stock, with the same maturity and the same strike price is worth 5 NOK. The current price of one share of Gamma is 150. What is the price of a risk-free bond with maturity 2 years and face value of 10,000 NOK? A) 5,340 NOK B) 6,510 NOK C) 7,470 NOK D) 7,950 NOK E) I choose not to