GSX stock is selling for $32.40 a share. A 4-month call on GSX stock with a strike price of $35 is priced at $.55. Risk-free assets are currently returning .3 percent per month. What is the price of a 4-month put on GSX stock with a strike price of $35?

A) $2.46

B) $3.48

C) $4.09

D) $2.73

E) $3.02