Question: A call option with 3 months to expiration currently sells for $0.70. A put option with the same expiration solls for $1.10. The options are

A call option with 3 months to expiration currently sells for $0.70. A put option with the same expiration solls for $1.10. The options are European style. The risk- free rate is 3 percent per year and the stock price is $17.50 What is the strike price for both options? Select one: a $16.87 b. $18.03 0 $17.06 d $17.63 $17.29

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