Whoever can answer this question is not only my hero, but a true genius.

Consider a 1.7610-year American put option with a strike price of 22.4825. The underlying stock is currently trading at S(0) = $27.2927 and has a volatility of 0 = 27.3000% per annum and pays a dividend yield of y=0.6500% per annum continuously. The risk-free rate is Rf = 5.4600% per annum. Let each time-step be dt = %(1.7610). What is the value of the put option today