A stock sells for $125. A call option on the stock has an exercise price of $110 and expires in 3 months. If the interest rate is 0.15 and the standard deviation of the stock’s return is 0.30. What...

A stock sells for $125. A call option on the stock has an exercise price of $110 and expires in 3 months.
If the interest rate is 0.15 and the standard deviation of the stock’s return is 0.30.
What would be the price of a put option on the same stock with an exercise price of $140 and the same time (3 months) until expiration? Show all workings. (Use the Cumulative Normal Distribution Table)

*Show manual workings. No Excel. You can type calculator inputs and outputs.