The strike price of a futures option is 3500 index points, the risk-free rate of interest (continuously compounded) is 3%, the volatility of the futures price is 20%, and the time to maturity of the option is 6 months. The futures price is 3450 points. The European put option has a price of 250.00 (index points).

Using put-call parity, the price of the European call option (in index points) is

Select one:

250.00+3500e^-0.030.5-3450

250.00+3500-3450e^-0.030.5

(250.00-3500+3450)e^-0.030.5

250.00-3500e^-0.030.5+3450e^-0.030.5