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5: The stock price 4 months from the expiration of a European option is $63, the exercise price of the option is $113, the dividend

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5: The stock price 4 months from the expiration of a European option is $63, the exercise price of the option is $113, the dividend yield is 4% per annum, the risk-free interest rate is 4% per annum, and the volatility is 37% per annum. Use the Black-Scholes-Merton formula to find the price of this put option. (A) 51.35 (B) 50.35 (C) 5235 (D) 53.35 (E) 49.35 Select Save

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