The price of a European call option on a stock with a strike price of $50 is $6. The stock price is $51, the continuously compounded risk-free rate (all maturities) is 6% and the time to maturity is one year. A dividend of $1 is expected in six months, and another of $1 six months after that within the one-year option period. What is the price of a one-year European put option on the stock with a strike price of $50? O a. $1.12 b. $3.06 OC. $5.87 O d. $8.91 e. $4.00