When the price of a non-dividend-paying stock 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? A) 19.7 N(-0.1) - 20 N(-0.2) B) 20 N(-0.1) - 20 N(-0.2) C) 19.7 N(-0.2) - 20 N(-0.1) D) 20 N(-0.2) - 20 N(-0.1)