Consider the Following Data for a European Option: Expiration =

Multiple Choice

Consider the following data for a European option: Expiration = 6 months; Stock price = $80; Exercise price = $75; Call option price = $12; Risk-free rate = 5 percent per year. Using put-call parity, calculate the price of a put option having the same exercise price and expiration date.

A) $3.07
B) $5.19
C) $11.43
D) $3.42