The following parameters are provided:S$=$$$40,$ K$=$$$45,$ r$=5\%($continuously compounded$),$ Time to maturity$=6$ months, p$=$$$6,.$ Using put$-$call parity, the price of the call is

$$1\mathrm{.}92$

$$2\mathrm{.}11$

$$2\mathrm{.}47$

$$2\mathrm{.}78$