Question 13 Not yet answered Marked out of 5.00 Flag question Assume that a stock trading for $30 today will be worth either $25 or $35 in two years. A risk-free asset offers an annualized 3% return (continuously compounded) over that time period. - What is the price today of a two-year put option on this stock with a strike price of $32 ? The maximum error is 0.1. a. None of these answers b. 1.52 c. 1.82 d. 2.47 e. 2.07