A call option on a non-dividend-paying stock with strike

jagguarpaw January 24, 2017 0 Comments

Question: 6. A call option on a non-dividend-paying stock wi…

6. A call option on a non-dividend-paying stock with strike $70 costs $8 more than a put option with the same strike and time to expiration, but when the strike is raised to $90, the call option costs $6 less than the put option. What is the initial stock price? (A) $55 (B) $57 (C) $59 (D) $61 (E) $63