you are considering to buy a put option for which the strike price is set equal to the underlying stock price in 6 months. The option matures in one year. The underlying stock price S follows a geometric Brownian motion dS=0.09dt+0.42dB, where B is a Brownian motion, with a constant dividend yield of 2%. The current market price of the stock is 50, and the risk-free rate is 5%. How much should you pay for this put option today?