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The price of a European call option on a non-dividend-paying stock with a strike price of $50 is $9. The stock price is $49, the

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The price of a European call option on a non-dividend-paying stock with a strike price of $50 is $9. The stock price is $49, the risk-free rate (all maturities, continuously compounded) is 4% and the time to maturity is one year. What is the price of a one-year European put option on the stock with a strike price of $50 (accurate to two decimal places) $4.09 $8.04 $9.12 $11.00 None of the above. Sorry try again

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