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What the price of the call option

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Question - European call and put options on the same stock with the same exercise prices of $46.3 will expire in 150 days. The underlying stock is currently priced at $48.4 and makes no cash payments during the life of these options. The risk-free rate is 4.3% per annum with continuous compounding. The put is currently selling for $3.54. Assume that a year is 365 days. According to the put-call parity, what the price of the call option?

a. $6.45

b. $0.63

c. None of the other answers provided is correct

d. $2.29

e. $1.44

Reference no: EM133015783

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