Question: The option premium for a put option with a strike price of $12 is $1.75. If the spot price of the underlying asset is $12.50,

The option premium for a put option with a strike price of $12 is $1.75. If the spot price of the underlying asset is $12.50, the time to expiry is 3 months and the risk-free rate of interest is 8 per cent per year, then the 'put-call parity' relationship would suggest that the price of a call option with the same strike price would be:

Group of answer choices

$1.01

$1.79

$2.49

$3.15

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