oeing $($BA$)$ shares currently sell for $$330/$share$.$ BA expects to pay a $$6\mathrm{.}85/$share dividend in $3-$months. The $3-$month risk$-$free rate, compounded continuously, is $2\mathrm{.}25\%.$ Using the principles of arbitrage, what is the lower bound for the price of a $3-$month European put option for BA with a strike price $$300?($pick the best answer$)$

Group of answer choices

$-24\mathrm{.}87$ p

$-15$ p

$0$ p

$300$ p