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6. [2 points] Clayton has a European call option that expires in 5 months. The call option has a strike price of $80 and is

6. [2 points] Clayton has a European call option that expires in 5 months. The call option has a strike price of $80 and is priced at $7.25. The price of the underlying stock is currently $83. A dividend of $2 is expected on the stock in 3 months. If the risk-free rate of interest is 10%, what is the price of a European put option with a strike price of $80, assuming put-call parity holds

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