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Given that: (1) The one-year 20-strike call and put premiums on a share of stock ABC are 7.32 and 0.87, respectively. (ii) The stock pays

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(1) The one-year 20-strike call and put premiums on a share of stock ABC are 7.32 and 0.87, respectively. (ii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 2.2% (iii) The effective annual interest rate is 6%. Determine the strike price at which the call and put premiums on a share of stock ABC will be equal

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