Consider an option on a non-dividend-paying stock when the stock price is $30, the exercise price is $29, the risk-free interest rate is 5% per annum, the volatility is 25% per annum, and the time to maturity is four months. If the European Call option price is $2.52, what should the value of the European Put option be? a. $3.56 Ob. $2.34 c. $1.05 Od. $1.87 Calculate the price of a three-month European put option on a stock paying dividend of $1.50 in two months, with a strike price of $50 when the current stock price is $50, the risk-free interest rate is 10% per annum, and the volatility is 30% per annum. a. $3.78 b. $5.03 c. $2.67 d. $3.03