Relying on the given N(d) table, use the Black-Scholes Option Pricing Model for this problem. Given: S= $113; X= $100; T= 60 days; r= 2.5% annualized continuously compounded; o= 20%. No dividends will be paid before the option expires. The value of the put option is (round the calculation of d to the nearest 10th digit and pick the nearest answer): O a $0.46 Ob $2.09 O c. $2.04 Od $12.99 oe. None of the given choices is correct