Question: Problem 1 5 - 1 1 Put - Call Parity ( LO 4 , CFA 1 ) A call option is currently selling for $

Problem 15-11 Put-Call Parity (LO4, CFA1)
A call option is currently selling for $4.40. It has a strike price of $55 and six months to maturity. The current stock price is
$57 and the risk-free rate is 3.4 percent. The stock will pay a dividend of $2.05 in two months. What is the price of a put
option with the same exercise price? (Do not round intermediate calculations. Round your answer to 2 decimal places.)
Price of a put option
 Problem 15-11 Put-Call Parity (LO4, CFA1) A call option is currently

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