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A 4-month 60-strike European call on a stock is currently selling for 8. The current stock price is 64 and a dividend of 0.8 is

A 4-month 60-strike European call on a stock is currently selling for 8. The current stock price is 64 and a dividend of 0.8 is expected in 1 month. The continuously compounded risk-free interest rate is 12%. Calculate the no-arbitrage price of a 4-month 60-strike European put on the stock. Possible Answers A 2.44 B 3.44 C 4.44 D 5.44 E 6.44

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