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Suppose the following for European options: Stock price = $94 3-month call options with strike price $97 3-month put option with strike price $98 1-year
Suppose the following for European options: Stock price = $94 3-month call options with strike price $97 3-month put option with strike price $98 1-year risk-free rate is 3%. Assuming that the call option was traded for $5.5 and was correct, what then would be the price of an identical put option? O a. $7.78 b. $6.08 O c. $6.78 d. $8.78 e. $6.83
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