8. You create a synthetic, three-month forward by buying a European call option and selling a European put option, both with strike price 40 and expiring in three months. You are given: The forward price is 45. The stock pays a dividend of 0.50 at the end of two months. The price of the call option is 7.39. The continuously compounded, risk-free interest rate is 3%. Calculate the price of the put option