Question: A put option that expires in five months with an exercise price of $60 sells for $3.91. The stock is currently priced at $63, and

A put option that expires in five months with an exercise price of $60 sells for $3.91. The stock is currently priced at $63, and the risk-free rate is 2.6 percent per year, compounded continuously. What is the price of a call option with the same exercise price? Multiple Choice $.26 $7.86 $6.95 $.26 $7.86 $6.95 $7.56 $7.26

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