A call option with a strike price of $35 sells for $1.70. The option has six months to expiration, and the stock is currently selling for $36. The risk-free rate of interest is 4% and the market rate is 10.5%. What is the price of a put option with the same strike and expiration? Assume the options are European style.
A) $0.02
B) $0.30
C) $0.44
D) $0.99
E) $0.05

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The Answer of A call option with a strike price of $35 sells for $1.70. The option has six months to expiration, and the stock is currently selling for $36. The risk-free rate of interest is 4% and the market rate is 10.5%. What is the price of a put option with the same strike and expiration? Assume the options are European style.
A) $0.02
B) $0.30
C) $0.44
D) $0.99
E) $0.05

A Call Option with a Strike Price of $35 Sells