Consider two stocks, Stock A and Stock B. Stock A pays an annual dividend of 5% and Stock B does not pay dividend. Both stocks follow Geometric Brownian Motion and have the same current price. Both stocks also have the same volatility parameter , but the price of Stock A is expected to grow at a faster pace than that of Stock B. Consider the current price of an at-the-money European put option with 1-year maturity on Stock A and the current price of the same European put option on Stock B. Which of the following statement is true?

(A) The put option on Stock A is worth less than the put option on Stock B.

(B) The put option on Stock A is worth the same as the put option on Stock B.

(C) The put option on Stock A is worth more than the put option on Stock B.

(D) There is not enough information provided.