Question: Please do work by hand to get credit. Can't be done in excel Consider a stock index currently standing at 380. The dividend yield on

Please do work by hand to get credit. Can't be done

Please do work by hand to get credit. Can't be done in excel

Consider a stock index currently standing at 380. The dividend yield on the index is 3.75% per annum, and the risk-free rate is 5.75% per annum. A four-month European call option on the index with a strike price of 375 is currently worth $11.35. What is the value of a four- month put option on the index with a strike price of 375

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