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ABX Corporation Stock Is Currently Trading for $37

Question 42

Multiple Choice

ABX corporation stock is currently trading for $37.60.A one-year European call option on ABX is currently trading for $7.23,and a one-year European put option on ABX with the same strike price is currently trading for $0.76.If the stock pays no dividends,and the risk-free rate is 3% per year,what is the strike price of the options?


A) $30.50
B) $46.96
C) $45.39
D) $31.13
E) $32.06

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