Use the Black-Scholes model to find the value for a European put option that has an exercise price of S62 00 and four months to expiration The underlying stock is selling for $63 00 currently and pays an annual dividend of $1 62 The standard deviation of the stock's returns is 0 16 and risk-free interest rate is 4 0% (Round intermediary calculations to 4 decimal places. Round your final answer to 2 decimal places.) Put value $