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The price of a European call option on a stock with a strike price of $60 is $7. The stock price is $62 and time to maturity is 2 years. The continuously compounded risk-free zero rate is 5.5%, 6%, 6.2% and 6.5% for six-month, 1year, 1.5years, and 2 years, respectively. A dividend of $2 each is expected in six months, 1 year, and 1.5years. What is the price of a two-year European put option on the stock with a strike price of $60?
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