2.       The current price of a stock is $25. A put option with a $20 strike price that expires in six months is available.  and . If the underlying stock exhibits an annual standard deviation of 25%, and the current continuously compounded risk-free rate is 4.25%, the Black-Scholes-Merton value of the put is closest to:
　　A.        $0.01
　　B.        $0.03
　　C.        $0.33
　　D.        $0.36
　　Answer: B