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What is the price of a European put option on a non-dividend-paying stock when the stock price is $50, the strike price is $47, the

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What is the price of a European put option on a non-dividend-paying stock when the stock price is $50, the strike price is $47, the continuously compounded risk-free rate is 2% per annum, the standard deviation is 30% per annum, and the time to maturity is six months? (rounded to two decimal places) O a $3.00 O b. $2.57 O c. $6.04 O d. $3.31

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