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Use the Black-Scholes model to find the value for a European put option that has an...

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Finance

Use the Black-Scholes model to find the value for a European putoption that has an exercise price of $59.00 and 0.7500 years toexpiration. The underlying stock is selling for $67.00 currentlyand pays an annual dividend yield of 0.02. The standard deviationof the stock’s returns is 0.2900 and risk-free interest rate is0.04. (Round your final answer to 2 decimal places. Do notround intermediate calculations.)

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