Question: Problem 2. Put-Call Parity, with dividends C+D+ Ke-T = p + So Suppose that the following is observed for a 9-month European call option on

Problem 2. Put-Call Parity, with dividends C+D+ Ke-T = p +

Problem 2. Put-Call Parity, with dividends C+D+ Ke-T = p + So Suppose that the following is observed for a 9-month European call option on a stock that is expected to pay a $4 dividend in six months: c=$7 So = $100 K= $105 r = 10% per annum What should the price of a put option with the same strike and maturity be

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