The price of a European call option on a non-dividend-paying stock with a strike price of $40 is $5. The stock price is $41, the continuously compounded risk-free rate (all maturities) is 4% and the time to maturity is six months What is the price of a six-month European put option on the stock with a strike price of $40?

Group of answer choices

A. $3.21

B. $4.21

C. $5.00

D. $6.00

E. $1.00