Luther Industries Is Currently Trading for $27 Per Share

Multiple Choice

Luther Industries is currently trading for $27 per share.The stock pays no dividends.A one-year European put option on Luther with a strike price of $30 is currently trading for $2.60.If the risk-free interest rate is 6% per year,then the price of a one-year European call option on Luther with a strike price of $30 will be closest to:

A) $1.30
B) $7.10
C) $2.60
D) $1.95
E) $3.00