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In early April 2023, Woolworths Group is trading at $39.46. Woolworth has announced that it will pay a dividend of $0.185 per share in 87

In early April 2023, Woolworths Group is trading at $39.46. Woolworth has announced that it will pay a dividend of $0.185 per share in 87 days and you estimate that it will pay a dividend of $0.24 per share in 270 days. Woolworths Group has a volatility of 38%. What is the price of the 281 day put and call options over this stock that have a strike price of $40, when the risk free rate is 3.4985%?

Put price is $5.22 and the call price is $5.11
Put price is $6.07 and the call price is $5.52
Put price is $6.02 and the call price is $5.49
Put price is $6.12 and the call price is $5.59

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