QUESTION 35 You are considering purchasing a put option on a stock with a current price of $33. The exercise price is $35, and the price of the corresponding call option is $2.25. According to the put-call parity theorem, if the risk-free rate of interest is 4% every year with daily compounding and there are 90 days until expiration, the value of the put should be (Assume there are 365 days in a year.) O $3.91 O $2.34 098.86 O $402