According to Put-Call Parity;
Call Price = Put Price + Stock Price - PV(Exercise Price)
= $4.79 + $57 - [$54/(1 + 0.031)1/2]
= $61.79 - $53.18 = $8.62
So, 5th option is correct.
A put option that explres in six months with an exercise price of $54 sells for...
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