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Interest rates are zero. A European call with a strike price of $60 and a...

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Finance

Interest rates are zero. A European call with a strike price of $60 and a maturity of one year is worth $6. A European put with a strike price of $60 and a maturity of one year is worth $7. The current stock price is $59. Which of the following is true?

A. The call price is high relative to the put price

B. Both the call and put are fairly priced

C. The put price is high relative to the call price

D. Both the call and put must be mispriced

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