Consider a European put option that expires at 102 days with an exercise price of $170 trading on a stock currently priced at $165.13. Assuming an annualized volatility of the continuously compounded return on the stock of 0.0571 and a continusouly compounded risk-free rate of 0.0348, The standard deviation is 21 percent. use the Black-Scholes-Merton model applied to European puts to price the option. Show your work