Calculate the price of a 60-day European call option with a strike price of $45. Assume that put-call parity holds, and that no dividends are paid before expiration. You are given the fact that a 60 day European put option with a strike price of $45 sells for $3.50, and the market value of the underlying asset is $47. The risk-free interest rate is 4% per annum compounding continuously. Give your answer to 2 decimal places. Price of the European call option = $