Choose the best multiple choice:
Two puts have the following characteristics: Put A: T=.5, X=50, s=.30, Option price=$10
Put B: T=.5, X=50, s=.35, Option price=$10; Risk free rate=6%; the underlying stocks for each put pay no dividends.
Which put option is written on the stock with the lower price?
a) Put option A
b) Put option B
c) Not adequate information