Question: You are considering purchasing a put option on a stock with a current price of $26. The exercise price is $28, and the price of

You are considering purchasing a put option on a stock with a current price of $26. The exercise price is $28, and the price of the corresponding call option is $2.65. According to the put-call parity theorem, if the risk-free rate of interest is 6% and there are 90 days until expiration, the value of the put should be ____________.

A) 29.52

B) 53.50

C) 43.53

D) 12.52

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