Consider two "corresponding" options, consisting of a call and a put with the exact same parameter values. For this pair, the current price of the underlying asset is $$88,$ the options have an exercise price of $$84$ and they expire in $3$ months. Additionally, the risk$-$free rate is $6\%$ p$.$a$.$ What is the difference between the premium of the put option, P$,$ and the premium of the call option, C; that is$,$ what is the value of P $-$ C$?$ Write the answer with two decimals; e$.$g$.,3\mathrm{.}24.$ Do NOT use the $ symbol in your answer; just write a numerical value. Of course, include the negative sign if the answer is negative; but do not include the positive sign if the answer is positive. NOTE: Use the continuous time version of the Put$-$Call Parity equation $($i$.$e$.,$ do NOT use the book's version$).$