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The SPDR S&P 500 ETF Trust is currently trading at $352. Consider a put option with a strike of $361 expiring in 9 months. Suppose

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The SPDR S&P 500 ETF Trust is currently trading at $352. Consider a put option with a strike of $361 expiring in 9 months. Suppose the ETF's volatility of is 78.00%, the interest rate is 1%, and the dividend yield is 1.51%. What is the Black-Scholes price of the put? O $91.49 $98.61 $88.35 O $95.19

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