The one-year risk-free interest rate is 3.4%. You read in Bloomberg that a call option and a put option on a gold bar are worth $76 and $125 respectively, with an exercise price or strike of both options equal to $7870 and expiring in one year. What can you say about the current price of the gold bar?

Select one:

a. $7409.94

b. Nothing, as it is the spot price of gold that determines the value of the options and not the other way around.

c. $7311.94

d. $7562.22