For the Black-Scholes-Merton model and in the absence of arbitrage opportunities, the put-call parity satisfies:

$$P_{\text{BS}} + S_0 e^{-qT} = C_{\text{BS}} + Ke^{-rT}$$

For the market prices, put-call parity holds when arbitrage opportunities are absent such that:

$$p_{\text{MKT}} + S_0 e^{-qT} = C_{\text{MKT}} + Ke^{-rT}$$

The difference between the two equations is:

$$P_{\text{BS}} - P_{\text{MKT}} = C_{\text{BS}} - c_{\text{MKT}}$$

From the question we have:

$$C_{\text{BS}} = 0.0249,\ P_{\text{BS}} = 0.051\ \text{and}\ P_{\text{MKT}} = 0.0317$$

Thus:

$`$0.05`01 - 0.0317 = 0.0249 - C_{\text{MKT}} \ \Rightarrow C_{\text{MKT}} = 0.0065

Where, $P_{\text{BS}}$=put price calculated by the Black-Scholes-Merton model. $C_{\text{BS}}$=call price calculated by the Black-Scholes-Merton model. $C_{\text{MKT}}$=market call price. $P_{\text{MKT}}$=market put price.