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The price of a stock is $25.00. The riskfree rate for all maturities is 3%. A put option with three months to maturity and a

The price of a stock is $25.00. The riskfree rate for all maturities is 3%. A put option with three months to maturity and a strike price of $25.50 is trading at $1.17. The price of the call option with the same strike price and maturity, correct to two decimal places is

Select one:

$0.86

$1.05

$0.27

$1.30

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