European call option with an exercise price of 125 EUR and four years to expiration sells for 25 EUR. The non-dividend paying underlying stock is trading at 100 EUR and the one-year risk-free rate is 10% (assume a flat yield curve and use continuous compounding). The price of a European put option with the same exercise price, underlying, and expiration date as the before mentioned call option is closest to:

Select one:

A. 41.21 EUR

B. 8.79 EUR

C. 10.38 EUR

D. 38.10 EUR