I know calculating option prices using black-scholes is outside the scope of the exam, but I came across this question and was interested in how to approach it.

The following information on an option contract is presented:

Time to expiration: 185 days

Current share price: $200

Standard deviation: 20% per annum

Risk free rate: 10%

Dividend yield: 10%

The question asked how to calculate the price of a call option which is easy, but then it asks to calculate the price of a put using put-call parity. What do you do with the dividend in the put-call parity formula?