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IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5

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IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5 percent. The risk- free rate of interest is 7.0 percent continuously compounded. What is the value of a put option with strike price 45 and maturity of 5 months? O 0.47298 O 1.7732 O 1.9758 O 2.0945 1.4335

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