可以帮忙写一下公式吗？

NO.PZ2019052801000058 问题如下 The current priof a stois $25, europeput option on the stoha strike priof $27 anexpiration of 9 months is price$3, the risk-free rate is 4%,the value of the corresponng call option is close to? A.$0.3. B.$2.1. C.$1.8. $2. C is correct.考点 Put-Call Parity.C=P+S−Xe−r×t=3+25−27×e−4%×0.75=1.79C=P+S-Xe^{-r\times t}=3+25-27\times e^{-4\%\times0.75}=1.79C=P+S−Xe−r×t=3+25−27×e−4%×0.75=1.79 如何看出是连续复利用e做？