Question: Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62.00 and four months to expiration.

Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62.00 and four months to expiration. The underlying stock is selling for $63.50 currently and pays an annual dividend of $1.77. The standard deviation of the stocks returns is 0.19 and risk-free interest rate is 4.5%. (Round intermediary calculations to 4 decimal places. Round your final answer to 2 decimal places.)

Please use excel to solve it

P.S. the answer is not 3.31

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