Question 10: Put-call parity: You are considering purchasing a put option on a stock with a current price of $22. The price of the corresponding call option is $2.45 and the exercise price of both the call and put is $24. According to the put-call parity theorem, if the risk-free rate of interest is 4%/year (annual rate) and there are 90 days (3 months) until expiration for both call and put, the value of the put should be __ (Choose the closest value from below) $5.82 $4.22 $2.45 $4.55