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What is the price of a european put option on stock

Assignment:

A 1-year forward contract on a stock with a forward price of USD 100 is available for USD 1.50. The table below lists the prices of some barrier options on the same stock with a maturity of 1 year and strike of USD 100. Assuming a continuously compounded risk-free rate of 5% per year what is the price of a European put option on the stock with a strike of USD 100.

Option

Price

Up-and-in barrier call, barrier USD 95

USD 5.21

Down-and-in barrier put, barrier USD 80

USD 3.50

a. USD 2.00

b. USD 3.50

c. USD 3.71

d. USD 6.71

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