Additional Problem 2 Assume that the Black-Scholes framework holds. The price of a stock is $77. The stock pays a dividend of $7 in 3 months, and a dividend of $9 in 9 months. The volatility of the prepaid forward price of the stock is 27.43%. The continuously compounded risk-free rate of return is 10%. A European put option on the stock price has a strike price of $73 and expires in 6 months. Calculate the price of the European put option