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QUESTION 50 The price of a European call option on shares in Zumba Books is 35p, the price of the corresponding put option is

QUESTION 50 The price of a European call option on shares in Zumba Books is 35p, the price of the corresponding put option is 5p, and the current price of Zumba Books shares is 90p. There are 3 months left for the options to expire and the riskless interest rate for this period is 3%. The common strike price for these call and put options must be OA. 60.45p B. 62.45p C. 61.67p OD. 59.94p

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