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A European call option with a strike price of $99.0 and maturity of 6.0 months costs $25.216.The underlying stock price is $119.0. The continuously compounded

A European call option with a strike price of $99.0 and maturity of 6.0 months costs $25.216.The underlying stock price is $119.0. The continuously compounded risk-free rate is 9.0 percent per year. What is the value of a European put option with strike price of $99.0 and maturity of 6.0 months?

a. 1.2723

b. 0.8598

c. 4.9195

d. 5.2164

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