Q5. suppose a stock's price is $67, and the continuously compounded interest rate is 6%. The stock does not pay dividends. To ensure that arbitrage is not possible, what should be the difference (C-P) between the price of a 1 year $60-strike European call and the price of a 1-year 460- strike European put?

a.$6.59

b.$10.49

c.$3.10

d.$9.55

e.$7.00