Put option sell for with same exercise price and expiration

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A call option with exercise price $90 and 4 months to expiration sells for $13. The continuously-compounded risk-free rate is 6% annually, and the stock sells for $100. How much must a put option sell for with the same exercise price and expiration? Select one: a. $3.11 b. $1.97 c. $1.68 d. $1.22 e. $0.00

Reference no: EM131186292

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