The current spot price of a stock is $34, the expected rate of return of the stock is 8%, and the volatility of the stock is 20%. The risk- free rate is 3% for all times. Assume the stock pays a dividend of 25 cents in 2 months. Compute the price of a portfolio containing 2 call option and a put option on the stock with strike price $35 expiring in 4 months. Select one: O a. 3.20 O b. 4.48 O C. 1.276 O d. 2.552