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)$17.50
B)$15.26
C)$10.36
D)$12.26
E)none of the above.

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)$17.50
B)$15.26
C)$10.36
D)$12.26
E)none of the above.

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