The Six-Month At-The-Money European Call Option on a Stock Worth

Multiple Choice

The six-month at-the-money European call option on a stock worth $25 is priced at $5.The rate of interest is 2%.The put is priced at $7.The dividend paid at the end of three months must be

A) 1.23
B) 2.26
C) 3.83
D) 4.77