1. When the underlying asset pays a continuous dividend at rate q, the prices of a European call and a European put are given by: C(S,t) = e-9 (T-1) S N(diq) e-"(T-t) EN(d2q), P(S,t) = e-r (T-1) EN(-d2q) - e-9 (T-t) S N(-d19), where dig In(S/E) + (r 9+) (T t) d2q = diq - OVT-t. OVT-t Derive put-call parity for these European options. That is, compute C(S,t) - P(St) and simplify the result. (Using N(-2) =1-N(2) may be helpful.) In the following problems, you are asked to compute Black-Scholes prices. There are many Black-Scholes calculators available. Please indicate clearly what values you use for S(t), E, T - t,r, o for each value of Black-Scholes price C($(t), t) or P(S(t), t) that you report. 1. When the underlying asset pays a continuous dividend at rate q, the prices of a European call and a European put are given by: C(S,t) = e-9 (T-1) S N(diq) e-"(T-t) EN(d2q), P(S,t) = e-r (T-1) EN(-d2q) - e-9 (T-t) S N(-d19), where dig In(S/E) + (r 9+) (T t) d2q = diq - OVT-t. OVT-t Derive put-call parity for these European options. That is, compute C(S,t) - P(St) and simplify the result. (Using N(-2) =1-N(2) may be helpful.) In the following problems, you are asked to compute Black-Scholes prices. There are many Black-Scholes calculators available. Please indicate clearly what values you use for S(t), E, T - t,r, o for each value of Black-Scholes price C($(t), t) or P(S(t), t) that you report