Interest rates (with continuous compounding) are 7.80%. What is the Black-Scholes-Merton price of the option? 1.0601 2.2438 3.07554.3972

An at the money 12 month European put option is traded on Biforst stock. Biforst shares trade at $59.18, and will pay a dividend of $3.68 in 3 months time. The volatility of Biforst shares is 12.00%. Interest rates (with continuous compounding) are 7.80%. What is the Black-Scholes-Merton price of the option? o 1.0601 o 2.2438 o 3.0755 o 4.3972