Rose Industries is currently trading for S47 per share . The stock pays no dividends . A one year European call option on Rose Industries with a strike price of 545 is currently trading for $7 45 . If the risk - free interest rate is 6' 6 per year , then calculate the price of a one year European put option on Rose Industries with a strike price of S$5 a ) $7.30 b ) $7.10 ( ) $2.90 d ) $7 45 None of the above