A CALL is priced at $4.45 with an exercise of $30.00 and 13

Last updated: 8/2/2022

A CALL is priced at $4.45 with an exercise of $30.00 and 13 months to expiration. What is the price of the underlying STOCK (SO) if a PUT with the same exercise and time to expiration has a premium of $2.58. The risk-free rate is currently 4.00%. Assume put/call parity, continuous compounding, and 12 months per year. 34.68 36.03 32.68 30.60 31.87