You are given the following information: The current price to buy one share of XYZ stock is 500. The stock does not pay dividends. The risk-free interest rate, compounded continuously, is 6%. A European call option on one share of XYZ stock with a strike price of K thatexpires in one year costs 66.59. A European put option on one share of XYZ stock with a strike price of K thatexpires in one year costs 18.64.Using put-call parity, determine the strike price, K.