S&P 500 Index is at 2780. A European June 21, 2020 SPX call option struck at 2500 is trading at $316.94. An identical put is trading at $55.15. A T-bill with 200 days to maturity is quoted at a yield of 2.46. Which of the following statements is correct?

	a.	Put-call parity is not violated
	b.	Put-call parity is violated: the call is too expensive relative to the put
	c.	a. Put-call parity is violated: call is too cheap relative to the put