the price of a European call option on a non dividend paying stock with a strike price of 50 is 6. the stock price is 51, the continuously compounded risk free rate is 6% and the time to maturity is 1 year. what is the price of a one year European put option on the stock witha strike price of 50?

9.91

7.00

6.00

2.09

BONUS: Same fact pattern but a dividend of 1 is expected on six months. what is the price of a 1 year european put option on the stock with a strike price of 50?

8.97

6.97

3.06

1.12