Calls and puts maturing in a year with a strike price of $$100$ on a non$-$dividend paying stock

are trading at a price of $$11$ and $$13$ respectively. The interest rate is $5\%$ with continuous

compounding. Assume put$-$call parity holds, what is the price at which the underlying stock is

currently trading at$?$

a$.$ $$93\mathrm{.}12$

b$.$ $$100\mathrm{.}00$

c$.$ $$98\mathrm{.}12$

d$.$ $$103\mathrm{.}13$

e$.$ None of the above