单项选择题

A 90-day European call option on a share of the stock of Wimendo is currently trading at 20 euros whereas the current price of the share itself is 24 euros. 90-day zero-coupon securities issued by the government of France are selling for 98.55 euros per 100 euros of face value. What is the price of a 90-day European put option on this stock if both the call and put have a common exercise price of 20 euros.
A、15.70 euros
B、25.70 euros
C、35.70 euros
D、45.70 euros

A.55
B.

C.70
D.70
E.70
F.70
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