A one-year call option has a strike price of 60, expires in 6 months, and has a price of $2.5. If the risk-free rate is 7 percent, and the current stock price is $55, what should the corresponding put be worth?
A) $5.00
B) $4.56
C) $5.50
D) $7.08
E) $7.54

Question

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The Answer of A one-year call option has a strike price of 60, expires in 6 months, and has a price of $2.5. If the risk-free rate is 7 percent, and the current stock price is $55, what should the corresponding put be worth?
A) $5.00
B) $4.56
C) $5.50
D) $7.08
E) $7.54

A One-Year Call Option Has a Strike Price of 60