Suppose a stock is traded on the spot market today at a price of SEK $347\mathrm{.}80$ and that it is also traded both call and put options with the share as the underlying asset. The options have a maturity for $1$ year and a strike price of $327,59$ kr$.$ The call option is traded at a price of SEK $15\mathrm{.}92,$The put option is traded at a price of SEK $3\mathrm{.}32$ and the risk$-$free interest rate is $2\mathrm{.}50\%.$ Furthermore The stock is expected to pay dividends in $1$ year just before the options expire. Adjust PCP and calculate the amount of dividend the share is expected to pay per share. Suppose you cannot do an arbitrage profit. PCP $=$ Put Call Parity

$($Correct answer: $24\mathrm{.}3)$