The following option prices were observed for calls and puts on a stock for the trading day of July 6 of a year. Use this information in the problems 7 through 14. The stock was priced at 165.13. the expirations were July 17, August 21, and October 16. The continuous compounded risk-free rates associated with the three expirations were 0.0503, 0.0535, and 0.0571, respectively. Unless otherwise indicated, assume that the options are European

		Call			Put
strike	july	Aug	Oct	jul	Aug	Oct
155	10.5	11.75	14	0.19	1.25	2.75
160	6	8.13	11.13	0.75	2.75	4.5
165	2.69	5.25	8.13	2.38	4.75	6.75
170	0.81	3.25	6	5.75	7.5	9

Suppose the stock pays a $1.1 dividend with an ex-dividend date of September 10. What is the theoretical fair value of the october 165 call?