Which One of the Following Situations Will Produce the Highest

Multiple Choice

Which one of the following situations will produce the highest put price,all else constant? Assume the options are all in-the-money.

A) $30 stock price; 20 percent standard deviation
B) $30 stock price; 25 percent standard deviation
C) $35 stock price; 20 percent standard deviation
D) $35 stock price; 25 percent standard deviation
E) Insufficient information is provided to answer this question.