Problem:
A call option is currently selling for $5.30. It has a strike price of $60 and six months to maturity. The current stock price is $62, and the risk-free rate is 3.3 percent. The stock will pay a dividend of $2.15 in two months.
Required:
Question: What is the price of a put option with the same exercise price?
Note: Please provide through step by step calculations.