option pricing, please provide correct answer. Thanks a lot for kind help.

Question 6 0.0/1.0 point (graded) All Black-Scholes-Merton assumptions hold. Stock XYZ is priced at Sxyz $50. It has volatility o = 25% per year. The annualized continuously-compounded risk-free interest rate is 2.5% and will remain constant for the next 6 months. Consider two European options: a call with the strike price of K = 55, which matures in 3 months; and a put with the strike price of K = 50, which matures in 6 months. Which of the following statements is true? The call has higher implied volatility than the put. The put has higher implied volatility than the call. O The call has the same implied volatility as the put