What is price of a call option with same exercise price

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Problem 1: A put option that expires in six months with an exercise price of $65 sells for $5.12. The stock is currently priced at $66 and the risk-free rate is 3.6 percent per year, compounded continuously. What is the price of a call option with the same exercise price?

Option 1:
$7.38

Option 2:
$7.28

Option 3:
$7.48

Option 4:
$7.58

Option 5:
$7.18

Reference no: EM132970356

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