The stock price is $50. The strike price of a three-month European put option is $52. If the put option is equal in price to the call option and the stock pays no dividends, then the rate of interest for three month's maturity is
A) 4.61%
B) 9.23%
C) 12.66%
D) 15.69%

Question

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The Answer of The stock price is $50. The strike price of a three-month European put option is $52. If the put option is equal in price to the call option and the stock pays no dividends, then the rate of interest for three month's maturity is
A) 4.61%
B) 9.23%
C) 12.66%
D) 15.69%

The Stock Price Is $50