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I need help with number 2 of this question. I plug 0.49 as a result, but it is incorrect. It can be said that the

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I need help with number 2 of this question. I plug 0.49 as a result, but it is incorrect. It can be said that the call and put options must have the same price? So, the answer have to be 0.51 as well?

image text in transcribed
The stock price of syscom is $1to now The one year European call on SysCom with a strike price of $1 10 trades for $15 . Also , the one year European put with a strike price of $1 10 is worth $5 . Find the one year interest rate . ( Note : You ur answer should be a number in percentage form . Do not enter 96 ! ) 10 2 . A one year binary cash-or - nothing call option with strike at $120 pays $1 at expiration if the stock price of Sys com is equal to or above $120 one year later ( note : this is not the standard call option ! ) . On the other hand , a one - year binary cash- or - nothing put option with strike at $120 pays $1 at at expiration if the stock price is below $ 120 one year later Suppose we know that the price of this binary call option is $0 51 What is the price of the binary put -option ? $ 121

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