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A non-dividend paying stock's price $100. Consider American call and American put options on this stock with time to maturity of 1 year and strike

A non-dividend paying stock's price $100. Consider American call and American put options on this stock with time to maturity of 1 year and strike price of $105. If the American put price is $10 and the interest rate is 7% per annum continuously compounded, which of the following American call option prices is consistent with the American put-call parity and the price bounds on American call options? Select one: O A. $1.00 B. $2.00 O C. $14.00 O D. $3.00 O E. $11.00

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