The stock of Lead Zeppelin, a metal manufacturer, currently sells for $65 and has a volatility of 46 percent. The risk-free rate is 4.6 percent. What is the value of a European put option with a strike price of $70 and 37 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places) The standard normal probabilities are: Ndu) = .3442 Ndy) = .2921 N-d1) = .6558 N-d) = .7079