please solve

Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62 and four months to expiration. The underlying stock is selling for $62.5 currently and pays an annual dividend of $1.47. The standard deviation of the stock's returns is 0.135 and risk-free interest rate is 0.035%. (Round intermediary colculations to 4 decimal places. Round your final onswer to 2 decimal ploces.)