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So K There will be a dividend payment of $5 in 6 months from today. A European call(K,7) option is currently priced at $6.90 per

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So K There will be a dividend payment of $5 in 6 months from today. A European call(K,7) option is currently priced at $6.90 per contract. Then, what should be a fair price for a European put(K,T) option per contract today? (1) $3; (2) $4; (3) $5; (4) $6; (5) $7; (6) $8; (7) $9; (8) $10; (9) $11; [The European options' underlying asset is 1 share per contract.] r T $100 $98 5% p.a. 1 year

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