Question: A put option that explres in six months with an exercise price of $54 sells for $4.79. The stock is currently priced at $57, and

A put option that explres in six months with an exercise price of $54 sells for $4.79. The stock is currently priced at $57, and the risk-free rate is 3.1 percent per year, compounded continuously. What is the price of a call option with the same exercise price? Multiple Choice $8.32 $8.97 $7.98 5.96 58 62

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