Kizspy | Question: 50
(Choose 1 answer)
(24948) The price of a non-dividend paying stock is $55 per share. A 6-month, at the money call option with the strike price of $52 is trading for $1.89. If the interest rate is 6.5%, what is the likely price of a European put at the same strike and expiration?
A. $0.05
B. $0.13
C. $0.56
D. $0.88