Call by put$-$call parity.

Consider a $1\mathrm{.}5-$year European put option that is currently valued at $$2\mathrm{.}6$ on a $$29\mathrm{.}5$ stock and a strike of $$27\mathrm{.}5.$ The $1-$year continuously compounded risk$-$free rate is $5\%.$ Which of the following is closest to the value of the corresponding call option?

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Round your answer to the nearest cent