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A call option is currently selling for $3.10. lt has a strike price of $90 and three months to maturity. The current stock price is
A call option is currently selling for $3.10. lt has a strike price of $90 and three months to maturity. The current stock price is $92, and the risk-free rate is 2.7 percent. The stock will pay a dividend of $1.65 in two months. What is the price of a put option with the same exercise price? (Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.)
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