I’ve used put call parity equation to solve this question and got the answer to be $1.64. but the correct answer seems to be $1.62 – can anyone

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I’ve used put call parity equation to solve this question and got the answer to be $1.64.

but the correct answer seems to be $1.62 – can anyone please show me the correct calculation for this?

Q: price of a European put on a futures,

if the call = $6.55,

the continuously compounded risk-free rate = 5.6%

futures price = $80

exercise price = $75

time to expiration = 3 months.

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