10 points Consider a European put option on a non dividend paying stock when the stock price la $30, the exercise price is $27, the risk-free interest rates 5% per annum the volatility is 25% per annum, and the time to maturity is four months. Calculate the price of the put option using the table of already pre-calculated Nb) values provided below, le do not re-calculate these NO) values on your own Enter your answer rounded to four decimal places, skip the sign. For example, if your calculation results in $98.1234567. you only need to enter 98,1234 Nid) 0.647492047928474 Nida) 0.581351910694521 N-d) 0.352507952071526 N-dy) 0.418640089305479