Consider a European put option on a stock index without dividends, with 6 months to expiration and a strike price of 1,000. Suppose that the effective six-month interest rate is 2%, and that the put costs 74.20 today. Calculate the price that the index must be in 6 months so that being long in the put would produce the same profit as being short in the put.

(A) 922.83

(B) 924.32

(C) 1,000.00

(D) 1,075.68

(E) 1,077.17