Question

The premium of a call option with a strike price of $45 is equal to $4.5...

The premium of a call option with a strike price of $45 is equal to $4.5 and the premium of a call
option with a strike price of $55 is equal to $2. The premium of a put option with a strike price of $45
is equal to $2.5. All these options have a time to maturity of 3 months. The risk-free rate of interest is
6%. In the absence of arbitrage opportunities, what should be the premium of a put option with a strike
price of $55?

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