You are considering purchasing a put option on a share with a current price of $33. The exercise price is $35 and the price of the corresponding call option is $2.25. According to the put-call parity theorem, if the risk-free rate of interest is 4% and there are 90 days until expiration, the value of the put should be ________.
A)$2.25
B)$3.91
C)$4.05
D)$5.52

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The Answer of You are considering purchasing a put option on a share with a current price of $33. The exercise price is $35 and the price of the corresponding call option is $2.25. According to the put-call parity theorem, if the risk-free rate of interest is 4% and there are 90 days until expiration, the value of the put should be ________.
A)$2.25
B)$3.91
C)$4.05
D)$5.52

You Are Considering Purchasing a Put Option on a Share