A European call option with 60 days to maturity has a strike price of $100. The underlying stock now sells for $100. The call premium is $2.5. The effective annual risk-free rate is 1.5%. What should be the value of a put option on the same stock with the same strike price and expiration date? O a $2.26 Ob $2.56 Oc. $3.00 O d. $3.41 Oe. None of the given choices is correct