Day's End Stock Is Selling for $43 a Share

Multiple Choice

Day's End stock is selling for $43 a share. The 6-month call with a strike price of $45 is priced at $.30. Risk-free assets are currently returning 4.1 percent per year, compounded continuously. What is the price of a 6-month put with a strike price of $45?

A) $1.39
B) $1.46
C) $1.28
D) $1.51
E) $1.32