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A call option on a share of ABC Inc. common stock with a strike price of $40 currently sells for $4.55, and the shares are

A call option on a share of ABC Inc. common stock with a strike price of $40 currently sells for $4.55, and the shares are currently selling for $36 each. The continuously com pounded risk-free rate of interest is 5% per year and the call option has 6 months to expiry. What would be a fair price for a put option on a share of ABC stock if it also has 6 months to expiry and a $40 strike price?

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