You are provided with information on the following options:

Call Premium R2.48

Put Premium R3.82

Current Share Price R147.13

Time to Maturity 2 months

Risk Free Rate 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?

A) R150.19

B) R180.23

C) R105.88

D) R112.64

E) R159.95