Using the Black-Scholes formula, a trader finds the premium of $3.51 for a European call option on a stock with K = $40 and T = 0.5. The parameter values are S0 = $40, r = 5%, q = 3%, and = 30%. What is the Black-Scholes price of the European put option with the same strike price and maturity?

A. $3.08

B. $3.12

C. $3.42

D. $3.51

E. Need normal distribution function to find the put option price