Suppose the stock price S0 = $119, the strike price K = $106, the time to maturity T 0.66667 months, the risk-free interest rate r= 1.39%, p.a. continuously = compounding, the call price c = $22, and the put price p = $18.04 Suppose the stock price S0 = $119, the strike price K = $106, the time to maturity T 0.66667 months, the risk-free interest rate r= 1.39%, p.a. continuously = compounding, the call price c = $22, and the put price p = $18.04