This question is based on the following information on the Black-Scholes (BS) model. index level = 2107 exercise price = 2180 time to option maturity = 0.36 years continuously compounded risk-free rate = 5% estimated continuously-compounded dividend yield on the index = 4% per year estimated index return standard deviation = 15% Based on the above input, what is the European put price using the BS model?