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When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 5%, the volatility is 20% and the time

When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 5%, the volatility is 20% and the time to maturity is 3 months which of the following is the price of a European put option on the stock?

		20N(-0.1)-20N(-0.2)
		19.7N(-0.1)-20N(-0.2)
		19.7N(-0.2)-20N(-0.1)
		20N(-0.2)-20N(-0.1)

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