The Current Price of YBM Stock S Is $101

Multiple Choice

The current price of YBM stock S is $101.European options with a strike price K = $100 and maturing in T = 6 months trade on YBM.The continuously compounded,risk-free interest rate r is 5 percent per year.If the call price c is $7.50,the put price p is:

A) $4.03
B) $5.03
C) $5.60
D) $6.75
E) None of these answers are correct.