Consider a One-Year Maturity Call Option and a One-Year Put

Multiple Choice

Consider a one-year maturity call option and a one-year put option on the same stock, both with striking price $45. If the risk-free rate is 4%, the stock price is $48, and the put sells for $1.50, what should be the price of the call?

A) $4.38
B) $5.60
C) $6.23
D) $12.26
E) None of the options.