For a stock, you are given: i) The current stock price is 50 ii) At the end of three months the stock price will either be 45 or 55 iii) The stock pays dividends at the rate proportional to its price with yield of 4% iv) The continuously compounded risk-free interest rate is 0.03 Consider a 3-month 53-strike European put on the stock. Find A for the put option. O A. -0.7920 O B.-0.9024 O C. 0.1024 OD. 0.7920 O E. 0.9024 For a stock, you are given: i) The current stock price is 50 ii) At the end of three months the stock price will either be 45 or 55 iii) The stock pays dividends at the rate proportional to its price with yield of 4% iv) The continuously compounded risk-free interest rate is 0.03 Consider a 3-month 53-strike European put on the stock. Find A for the put option. O A. -0.7920 O B.-0.9024 O C. 0.1024 OD. 0.7920 O E. 0.9024