The Current Price of YBM Stock S Is $101

question 21

Multiple Choice

The current price of YBM stock S is $101.European options with a strike price K = $100 and maturing in T = 6 months trade on YBM.The continuously compounded,risk-free interest rate r is 5 percent per year.If the call price c is $7.50,the put price p is:

• A) $4.03
• B) $5.03
• C) $5.60
• D) $6.75
• E) None of these answers are correct.

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