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Use the Black-Scholes model to find the value for a European put option that has an...

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Finance

Use the Black-Scholes model to find the value for a European putoption that has an exercise price of $77.00 and 0.2500 years toexpiration. The underlying stock is selling for $87.00 currentlyand pays an annual dividend yield of 0.03. The standard deviationof the stock’s returns is 0.3900 and risk-free interest rate is0.09. (Round your final answer to 2 decimal places. Do notround intermediate calculations.)

Put value           $

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