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% If the market put price is $2 higher than the BS price, assume that volatility is estimated correctly, what can we conclude about the estimated dividend yield?