What is the price of a two-month European put option given the following information: the exercise price is $19, the current share price is $20 and the risk-free interest rate is 1% per month. Furthermore, the share price is expected to either increase by 5% or decrease by 4.762% each month. The company does not pay dividends. Assume a risk- neutral world. a) $3.11 b) $0.29 c) $0.14 d) $3.32 e) None of the above answers is correct