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Suppose a stock is traded on the spot market today at a price of SEK 3 4 7 . 8 0 and that it is

Suppose a stock is traded on the spot market today at a price of SEK 347.80 and that it is also traded both call and put options with the share as the underlying asset. The options have a maturity for 1 year and a strike price of 327,59 kr. The call option is traded at a price of SEK 15.92, The put option is traded at a price of SEK 3,32 and the risk-free rate is 2.50%. Furthermore the stock is expected to pay dividends in 1 year just before the options expire. Adjust PCP on
and calculate the amount of dividend the share is expected to pay per share. Suppose it doesn't arbitrage profit.

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