Assume the price of a European put with maturity 3 months and strike price $40 is $2.75. If the underlying stock price is $38, the yearly risk-free rate is 10% and there are no dividends, then the equilibrium price of a European call with the samo maturity and strike price is closest to (can be solved using put-call parity theory) $1.75 0 $2.50 $3.75 $2.50 0 $3.75 $1.75