What is the price of a 0.75 year European put option on a dividend-paying stock, where the stock price is $ 56 , the strike price is $69, and a dividend of $0.51 is expected in 0.25 years? The risk-free interest rate is 0.07 per annum for all maturities given in decimal places. Prime -Tec Ltd, an Australian biomedical firm, wishes to borrow US dollars at a floating rate of interest while Black Inc, a US investment firm, wishes to borrow Australian dollars at a fixed rate of interest. The companies have been quoted the following interest rates. If the swap dealer eams 20 basis points per annum, how much would Prime Ltd. pay/receive from the bank under swap agreement that lower the borrowing costs equally for both the above firms? Pay AUD fixed 6.85% Receive AUD fixed 6.85% Pay USD flaating LBOR +2.35% Rocelve USD floating LIBOR +2.35%