Question 5 Not yet answered Marked out of 2.00 The current price of one underlying instrument is 58 PLN, the put and call strike price for this instrument is 60 PLN, the risk-free rate continuous interest) is 8%. The underlying does not pay dividend. There are 9 months until both options expire (banking convention). If we subtract the call option price from the put option price, we get: a. 0.64 PLN O b.-0.64 PLN P Flag question OC -4.76 PLN O d. All other answers are incorrect