Consider a European put option on a non-dividend-paying stock when the stock price is $30, the exercise price is $26, the risk-free interest rate is 3% per annum, the volatility is 20% per annum, and the time to maturity is four months. Calculate the price of the put option using the table of already pre-calculated N(x) values provided below, i.e. do not re-calculate these N(x) values on your own. Enter your answer rounded to four decimal places, skip the $ sign. For example, if your calculation results in $98.1234567, you only need to enter 98.1234. N(d1) N/d) N-d) N(-d2) 0.647492047928474 0.581351910694521 0.352507952071526 0.418648089305479