Given an Exercise Price,E,time to Maturity,t,and European Put-Call Parity,the Present

Multiple Choice

Given an exercise price,E,time to maturity,t,and European put-call parity,the present value of the strike price plus the value of the call option on the stock is equal to the

A) price of the stock plus the price of the put option.
B) present value of the stock minus the put option.
C) price of the put option minus the market value of the stock.
D) value of risk-free security,such as a U.S.Treasury bill.
E) current market value of the stock.