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The price of a European call option on a non-dividend-paying stock with a strike price of $50 is $5. The stock price is $49, the

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The price of a European call option on a non-dividend-paying stock with a strike price of $50 is $5. The stock price is $49, the continuously compounded risk-free rate (all maturities) is 2.5% and the time to maturity is one year. What is the price of a one-year European put option on the stock with a strike price of $50 ? $5.00 $4.77 $7.27 $2.09

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