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.A dividend of $1.10 is paid out after three months.If the put price p is $4.03,the call price c is:

A) $5.25
B) $6.41
C) $7
D) $7.49
E) None of these answers are correct.