The price of a European call option on RBC stock with an exercise price of $85 and one year to expiry is trading at $3.15. The current price of the stock is $81.25, and the risk-free rate is 2.5%. With no arbitrage, what must be the price of a European put on RBC with an exercise price of $85 ? a) $4.83 b) $3.15 c) $1.47 d) $4.71 e) $2.59 The price of a European call option on RBC stock with an exercise price of $85 and one year to expiry is trading at $3.15. The current price of the stock is $81.25, and the risk-free rate is 2.5%. With no arbitrage, what must be the price of a European put on RBC with an exercise price of $85 ? a) $4.83 b) $3.15 c) $1.47 d) $4.71 e) $2.59