What Is the Put Option Premium Given the Following Information

Multiple Choice

What is the put option premium given the following information?
$$\begin{array} { l l } \text { Stack price } & \$ 26 \\\text { Strike price } & \$ 30 \\\text { Standard deviation } &35\%\\\text { Rigk-free rate }&1.3\% \\\text { Dividend yield } &0\%\\\text { Time (years) }&.25\end{array}$$

A) $3.62
B) $4.27
C) $4.49
D) $4.69
E) $5.08