QUESTION 25 You are considering purchasing a put option on a stock with a current price of $33. The exercise price is $35, and the price of the corresponding call option is $2.25. According to the Rut-call bacity theorem if the risk-free rate of interest is 4% and there are 3 months until expiration, the value of the put should be O $2.25 $3.91 $4.05 O $5.52