Question: v A CALL is priced at $3.71 with an exercise of $55.00 and 12 weeks to expiration. What is the price of a similar PUT

A CALL is priced at $3.71 with an exercise of $55.00 and 12 weeks to expiration. What is the price of a similar PUT option with the same exercise price and time to expiration assuming a risk-free rate of 7.00% when the stock is currently priced at $55.55 ? Assume put/call parity, continuous compounding, and 52 weeks per year. 2.28 2.45 2.65 2.36 2.59

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