thumbs up if correct thanks! answer asap

Boeing (BA) shares currently sell for $330/share. BA expects to pay a $6.85/share dividend in 3-months. The 3-month risk-free rate, compounded continuously, is 2.25%. Using the principles of arbitrage, if the value of a 3-month BA European put option with a strike price of $300 is $9, what must be the value of a BA European call with the same strike price and expiration? Pick the closest answer. O 31 32 0 33 O 34