The price of a European call that expires in eight months and has a strike price of $40 is $5. The underlying stock price is $39 and a dividend of $0.75 is expected in three months and again in six months. The term structure is flat, with all risk-free interest rates being 10%. What is the price of a European put option that expires in eight months and has a strike price of $40 ? $4.87 $5 $8.02 $1.97