A European put option on SST stock has a strike price of $90, expires in 6 months, and carries a premium of $1.8. The annual risk-free rate is 2%, and the current stock price is $90. What should be the value of a 6-month European call on SST with a strike price of $90 if the stock is expected to pay a $1.2 dividend/share before the options expire? Round intermediate steps to four decimals 1.46 2.66 1.51 30 1.75