Consider a European put option with the strike price of 150 maturing in 3 months from now on a share worth 120. Assuming the volatility of the share of 0.2 and the interest rate (with continuous compounding) of 5% calculate the option price using the Black-Scholes formula. Use the tables at the end of Hull's book to get the values of N (or some other tool). Calculate the result to four decimal places.