In mid-February 2016, European-style options on the S&P 100 index (OEX) expiring in December 2017 (therefore the time to maturity is 22 months) were priced as follows:

Dec 2017 OEX Index Options
Strike Price ($)	Call Price ($)	Put Price ($)
840	88	?
860	76.3	102.21
880	?	111.56

Given an interest rate of 1.7% for a December 2017 maturity (22 months in the future) and using put-call parity (with dividends):

a. What is the price of a December 2017 OEX put option with a strike price of $840? Mark the correct answer.

$94.66

$94.09

$94.59

$94.02

$94.52

b. What is the price of a December 2017 OEX call option with a strike price of $880? Mark the correct answer.

$66.4

$65.83

$66.26

$66.33

$65.76