(10 pts) In case of dividend payment, the Black-Schole formula for current price of a European call is c (0) = (S(0) - divo) (41)- TTX4(@2). where divo denotes the present value of the dividend; X is the strike price; () is the standard normal distribution function; d In S(0)-ding 0!(rt for OVT and d2 = di -OT In S(0)_dielo (o ko?)T Show that the current price of the corresponding European put is NT pf(0) = e TeT Xo(-d2) - (S(0) - divo)o(-d). (Hint: Use the Put-Call Parity (see (7.5) on page 152 of the textbook.)) (10 pts) In case of dividend payment, the Black-Schole formula for current price of a European call is c (0) = (S(0) - divo) (41)- TTX4(@2). where divo denotes the present value of the dividend; X is the strike price; () is the standard normal distribution function; d In S(0)-ding 0!(rt for OVT and d2 = di -OT In S(0)_dielo (o ko?)T Show that the current price of the corresponding European put is NT pf(0) = e TeT Xo(-d2) - (S(0) - divo)o(-d). (Hint: Use the Put-Call Parity (see (7.5) on page 152 of the textbook.))