Put$-$Call Parity

$=$ Let us assume that the current market price of a share

is $110p$ and the share is expected to pay $10p$ div per share

in six months' time. The volatility of share as measured

by the standard deviation $()$ is $25\%$ & security beta is

$1\mathrm{.}15.$ The pure interest rate paid on six$-$month treasury

bill is $10\%.$ Given, the exercise price of a zero$-$coupon

bond is $120$p six months ago. and it will take six months

to mature. Considering the put$-$call parity, estimate the

put$-$option premium if the call$-$option premium is $10p.$

$=$ Justify your answer.