Options question

Jhansi Jhansi (9 Points)

29 December 2022  

A European call written on the stock with a maturity of 1 year and a strike price of 100 is worth 5. The underlying stock is worth 100 and the value of a European put with a maturity of 1 year and a strike price of 100 is 3. The annual interest rate is closest to ?

(a) 5.00 % (b) 4.00 % (c) 3.00 % (d) 2.00 %

 

can anyone tell me how to solve this question?

 

thanks