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The price of a non-dividend paying stock is $19 and the price of a six-month European put option on the stock with a strike price
The price of a non-dividend paying stock is $19 and the price of a six-month European put option on the stock with a strike price of $20 is $1. The risk-free rate is 4% per annum. What is the price of a six-month European call option with a strike price of $20?
| $1.8 | ||
| $0.1951 | ||
| $0.388 | ||
| $1.12 |
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