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6. [2 points) Jane has a European call option that expires in 4 months. The call option has a strike price of $75 and is

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6. [2 points) Jane has a European call option that expires in 4 months. The call option has a strike price of $75 and is priced at $7.89. The price of the underlying stock is currently $78.42. A dividend of $0.50 is expected on the stock in 2 months. If the risk-free rate of interest is 3%, what is the price of an identical European put option with the same strike price, assuming put-call parity holds

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