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what is the correct value? You are provided with information on the following options: Call Premium Put Premium Current Share Price Time to Maturity Risk

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what is the correct value?

You are provided with information on the following options: Call Premium Put Premium Current Share Price Time to Maturity Risk Free Rate R2.48 R3.82 R147.13 2 months 6.9% Assume that everything is correctly priced, the stock does not pay any dividends and both the put and call have the same exercise price. Approximately what is the exercise price of the above options? R 150. 19 B) R180.23 C) R 105.88 D) R112.64 E) R159.95

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