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Need the answer fast, comprehensive and detailed. Make sure its correct.Otherwise, I will down rate 12. Consider a one-year maturity call option and a one-year

Need the answer fast, comprehensive and detailed. Make sure its correct.Otherwise, I will down rate

12. Consider a one-year maturity call option and a one-year put option on the same stock, both with striking price $110. If the risk-free rate is 2%, the stock return volatility is 20%, the current stock price is $100, and the put sells for $12.77, what should be the price of the call? A. $4.93 B. $2.77 C. $7.82 D. $12.77 E. None of the options.

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