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Dynamic Energy Systems stock is currently trading for $34 per share. The stock pays no dividends. A one-year European put option on Dynamic with a

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Dynamic Energy Systems stock is currently trading for $34 per share. The stock pays no dividends. A one-year European put option on Dynamic with a strike price of $35 is currently trading for $1.20. If the risk-free rate is 1% per year, what is the price of a one-year European call option on Dynamic with a strike price of $35? A) $0.40 B) $0.55 C) $1.20 D) $1.19

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