Question 15 Suppose you observe the following data for a certain stock. Current stock price $110 Call price (six-month maturity, X-$105) $14 Put price (six-month maturity, X=$105) Risk-free interest rate 2% Calculate the put price. 56.54 58.82 1.41 $7.97 $9.63 Suppose you observe the following data for a certain stock. Assume that there are 365 days in a year. $110 Stock price $14 Call price (40-day maturity, X-$105) 2 Put price (40-day maturity. X=$105) $4 Dividend payments 3% Risk-free interest rate Calculate the put price. $13.12 $10.48 $8.57 $12.65 $11:23 05976