Assume that the put-call parity is in equilibrium. Calculate the value of a synthetic call option given that the prevailing market price for the underlying asset (S0) is SEK 120, prevailing the market price for the put option issued on the asset (p) is SEK 5, the exercise price (K) is SEK 115, time to redemption date (T) is 6 months (0.5 years) and that risk-free interest for the term (rf) is 1%.