Calculate the price of a 60-day European call option with a strike price of $35. Assume that put-call parity holds, and that no dividends are paid...

Calculate the price of a 60-day European call option with a strike price of $35. Assume that put-call parity holds, and that no dividends are paid before expiration. You are given the fact that a 60 day European put option with a strike price of $35 sells for $3.25, and the market value of the underlying asset is $37.The risk-free interest rate is 4% per annum compounding continuously