Suppose that Stock XYZ is currently trading at $30 and does not pay any dividends. There is a European put option written on this stock with a strike of $30 and a maturity of three months. Assume that annual continuously compounded interest rate is 5% and the volatility of the stock is 20% per year. What is the price of the put option according to the Black-Scholes model? 0 2.78 O 1.39 O 0.54 01.01 Question 4 20 p In the above question, what would happen to the put price if stock XYZ were to pay a dividend of $0.10 in a month? O Put price would go down O Put price would remain unchanged O Put price would go up