a Suppose that Stock XYZ is currently trading at $30 and does not pay any dividends. There is a European put option written on this stock with a strike of $30 and a maturity of three months. Assume that annual continuously compounded interest rate is 5% and the volatility of the stock is 20% per year. What is the price of the put option according to the Black-Scholes model? 0 2.78 O 1.39 O 0.54 O 1.01