Of the following options, which would you expect to have the highest option price? a. A European three-month put option on a stock whose market price is $90 where the strike price is $100. The standard deviation of the stock price over the past five years has been 15 percent.b. A European three-month put option on a stock whose market price is $110 where the strike price is $100. The standard deviation of the stock price over the past five years has been 15 percent.c. A European one-month put option on a stock whose market price is $90 where the strike price is $100. The standard deviation of the stock price over the past five years has been 15 percent.