(12pts) 3. A stock is worth $100, pays a 4% dividend, and has o = 0.3.r=5%. Using two periods and risk-neutral pricing, find the value of a 6-month call with strike=$105. (12pts) 3. A stock is worth $100, pays a 4% dividend, and has o = 0.3.r=5%. Using two periods and risk-neutral pricing, find the value of a 6-month call with strike=$105