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You are in Japan. The Nikkei is currently at 533.24, and pays a dividend rate of 0.90% per annum. You observe a Nikkei European call

You are in Japan. The Nikkei is currently at 533.24, and pays a dividend rate of 0.90% per annum. You observe a Nikkei European call option maturing in 8 months, with strike price 536.31 trading at a price of $27.51. The interest rate, with continuous compounding is 2.30%. What is a fair price for a Nikkei European put option with the same strike price and time to maturity? $25.61 $22.42 $19.21 $29.41

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