Using the Following Information,find the Price of the Call Option

question 24

Multiple Choice

Using the following information,find the price of the call option:
Stock price S_t=$ 55,interest rate I=5%,
Strike price X=$ 52,Put premium=$ 1,Maturity: T=3 months

• A) $6.47
• B) $0.62
• C) $8.47
• D) $4.64

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