A Put Option with 60 Days to Maturity,exercise Price of $12.00,and

Multiple Choice

A put option with 60 days to maturity,exercise price of $12.00,and the risk-free rate is 7% p.a.If a call option is trading at $2.24 and a put option with $0.06,what is the share price that will result in put-call parity holding?

A) $\$ 10$
B) $\$ 12$
C) $\$ 14$
D) $\$ 16$