Suppose a stock is selling for $$90.$ It is expected to go up to $$100$ or down to $$85$ in one year $(1$ period$).$ There is a put option available with a strike price of $$95.$ The risk$-$free rate is $5\%.$ You wish to construct a riskless position. What should you pay for the option?

a$.$ $$6\mathrm{.}06$

b$.$ $$3\mathrm{.}49$

c$.$ $$2\mathrm{.}02$

d$.$ $$10\mathrm{.}91$