A non-dividend paying stock price is currently valued at $20 while the risk free rate is 5.0% per annum. A European put option written on the stock expires in 3 months, has a strike price of $20, and an implied volatility is 20%. Using the BSM model, which of the following is the price of a European put option: A. 20N(-0.1)-20N(-0.2) B. 20N(-0.2)-20N(-0.1) C. 20N(0.2)-20N(0.1) D. 19.7N(-0.2)-20N(-0.1) E. 19.7N(-0.1)-20N(-0.2)