Savu automatically Remaining Time: 19 minutes, 27 seconds. Question Completion Status: 1 2. 3 4 5 9 10 Save A Moving to another question will save this response. Question 3 of 10 Question 3 1 points Suppose a stock's price is $33, and the continuously compounded interest rate is 4%. 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 $30-strike European call and the price of a 1-year $30-strike European put? a. $3.64 b. $4.18 c. $1.71 d. $3.00 e. $2.88 > Moving to another question will save this response. Question 3 of 1 MacBook Pro *