#39-44Oarehasedon the followinginformation: The one-year riskless interest rate is 5.65%. ZZZ stock sells for $24.25. A ZZZ three-month $25 call sells for S1. 59. A 727 three-month $25 put should sell at s A. $25.3552 B. $0.5946 C. $1.3994 D. $1.1628 40. Suppose the riskless interest rate rises to 6.15%, the stock falls to $23, and the ZZZ $25 call premium drops to 50 cents. Assume now there are 86 days until option expiration, the ZZZ $25 put should sell at $ A. 12.8466 B. 0.4175 C. 2.1404 D. 1.0578 94 Formula: C- P So- Ke