Question: Problem 17-5 PutCall Parity A put option and a call option with an exercise price of $50 and three months to expiration sell for $1.10

Problem 17-5 PutCall Parity

A put option and a call option with an exercise price of $50 and three months to expiration sell for $1.10 and $5.20, respectively. If the risk-free rate is 4.2 percent per year, compounded continuously, what is the current stock price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Current stock price $

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