Question: The option premium for a put option with a strike price of $12 is $1.75. If the spot price of the underlying asset is $12.50,

The option premium for a put option with a strike price of $12 is $1.75. If the spot price of the underlying asset is $12.50, the time to expiry is 3 months and the risk free rate of interest is 8 cent per year, then the put-call parity relationship would suggest that the price of a call option with the same trike price would be

A. $2.49 B. $1.79 C. $3.15 D. $1.01

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