Compute the price of a European put option on a non-dividend- paying stock when the stock price is So, the strike price is K, the risk-free interest rate is r per annum, the volatility is sigma per annum, and the time to maturity is T, where

SO = 32

K= 30

r = 0.1

Sigma = 0.2

T = 0.5

options

1.15, 1.10,2.28,2.75,2.23,0,0.50,0.76,3.97

as soon as possible