A stock is traded for $30 per share today. In six months, the stock price will be either $36 or $24. An American put option on this stock has a strike price of $35 and time to maturity of six months. The risk-free interest rate is 6%. Then, the value of the put option is closest to

(a) 5.00 dollars.

(b) 0.58 dollars.

(c) 4.52 dollars.

(d) 11.00 dollars.