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Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62 a four months to expiration. The underlying stock is selling for $63 currently and pays an annual dividend of $1.62. The standard deviation of the stock's retums is 0.16 and risk-free interest rate is 0.04%. (Round intermediary calculations to 4 decimal places. Round your final answer to 2 decimal places.) Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62 a four months to expiration. The underlying stock is selling for $63 currently and pays an annual dividend of $1.62. The standard deviation of the stock's retums is 0.16 and risk-free interest rate is 0.04%. (Round intermediary calculations to 4 decimal places. Round your final answer to 2 decimal places.)