The Stock Price of Atlantis Corp

The stock price of Atlantis Corp.is $43 today.The risk-free rate of return is 10% and Atlantis Corp.pays no dividends.A call option on Atlantis Corp.stock with an exercise price of $40 and an expiration date six months from now is worth $5.00 today.A put option on Atlantis Corp.stock with an exercise price of $40 and an expiration date six months from now should be worth __________ today.

A) $0.05
B) $0.14
C) $2.00
D) $3.95