. You are considering the purchase of a 1-year at-the-money European put option on a stock. You are given: (i) The Black-Scholes framework holds. (ii) The stock is currently selling for 20. (iii) The stock's volatility is 25%. (iv) The stock pays dividends continuously at a rate of 3%. (v) The continuously compounded expected return of the stock is 6%. Find the probability that the put option has a positive payoff at maturity