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What if I priced the options on XYZ Corp. What is the current stock price of XYZ is $100/Share. The risk-free rate is 5%. You

What if I priced the options on XYZ Corp. What is the current stock price of XYZ is $100/Share. The risk-free rate is 5%. You project the stock price of XYZ will either be $90 or $120 in a year. I want to borrow or lend money at the risk-free rate. What is I use the risk-neutral approach to price the 1 year call option on XYZ Corp with the strike price of $105. What is the put-call parity to verify the call and option prices?

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