Question: QUESTION 16 4 points Save Anse You are considering purchasing a put option on a stock with a current price of $34. The exercise price

 QUESTION 16 4 points Save Anse You are considering purchasing a

QUESTION 16 4 points Save Anse You are considering purchasing a put option on a stock with a current price of $34. The exercise price is $35, and the price of the corresponding call option is $2.75. According to the put-call parity theorem, if the risk-free rate of interest is 4% and there are 90 days until expiration, the value of the put should be A. $3.25 B. $4.05 C. $3.41 D. $5.23

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