According to Put-Call Parity for European options on non-dividend paying stocks, the formula is: C + PV(K) = P + S. If Spot (S) = $100, Strike (K) = $100, 1-year risk-free rate is 5% (assume continuous compounding, e^-rt = 0.9512), and the Call (C) is priced at $10. What must be the price of the Put (P)?