ABX Corporation Is Currently Trading for $45 Per Share

Multiple Choice

ABX corporation is currently trading for $45 per share.The stock will pay a one-time dividend of $2.25 in exactly 3 months.A one-year European call option on ABX with a strike price of $50 is currently trading for $2.40.If the risk-free interest rate is 9% per year,then the price of a one-year European put option on ABX with a strike price of $50 will be closest to:

A) $3.73
B) $5.47
C) $0.88
D) $5.52
E) $1.07