A stock is currently selling for $26.50. A 3-month put option with a strike price of $30 has an option premium of $4.05. The risk-free rate is 3% and the market rate is 9.75%. What is the option premium on a 2-month call with a $30 strike price? Assume the options are European style.
A)$0
B)$.33
C)$.41
D)$.67
E)$.77

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The Answer of A stock is currently selling for $26.50. A 3-month put option with a strike price of $30 has an option premium of $4.05. The risk-free rate is 3% and the market rate is 9.75%. What is the option premium on a 2-month call with a $30 strike price? Assume the options are European style.
A)$0
B)$.33
C)$.41
D)$.67
E)$.77

A Stock Is Currently Selling for $26