Consider a one-year maturity call option and a one-year put option on the same stock,both with striking price $100.If the risk-free rate is 5%,the stock price is $103,and the put sells for $7.50,what should be the price of the call?
A) $7.50
B) $5.60
C) $10.36
D) $12.26
E) none of these.

Question

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The Answer of Consider a one-year maturity call option and a one-year put option on the same stock,both with striking price $100.If the risk-free rate is 5%,the stock price is $103,and the put sells for $7.50,what should be the price of the call?
A) $7.50
B) $5.60
C) $10.36
D) $12.26
E) none of these.

Consider a One-Year Maturity Call Option and a One-Year Put