Today is time $t= 0$, the current value of the underlying is $S= \it\unicode{xA3} 10.00$, and the risk-free interest rate is $r= 0.05$ per annum. Today it is possible to buy a European vanilla call option with exercise price $E= \it\unicode{xA3}8.00\,$ and expiry date $ T= 6$ months for $C= 275$ pence. What is the fair value in pence for the corresponding European vanilla put?
This question is in my problem sheet and I'm not too sure what process to use to forward with this. I don't want the answer, but rather what exactly / which process I'm looking to use to solve this.
It seems simple but the question is proving difficult in terms of I have no idea what I'm supposed to do. If someone could help me it would be really appreciated