(15 points) Consider two infinitely-lived assets (stocks) A and B. Asset A pays a riskfree dividend d at every date t. Asset B pays a twice-higher dividend 2d at every even date t=2,4, and zero dividend at odd dates t=1,3,, with no uncertainty. One-period risk-free rate of return is r=4% at every date t. (i) Find date- 0 asset prices p0A and p0B using present-value relation NPV, with no bubble. Which asset has a greater price? (ii) Let d=10 and consider date- 0 price of asset A with bubble b0=5, that is the "bubbly" price of asset A at date 0 is p^0A=p0A+b0, where p0A is the price from (i) for d=10. What must be the bubbly price p^tA at any future date t ? (15 points) Consider two infinitely-lived assets (stocks) A and B. Asset A pays a riskfree dividend d at every date t. Asset B pays a twice-higher dividend 2d at every even date t=2,4, and zero dividend at odd dates t=1,3,, with no uncertainty. One-period risk-free rate of return is r=4% at every date t. (i) Find date- 0 asset prices p0A and p0B using present-value relation NPV, with no bubble. Which asset has a greater price? (ii) Let d=10 and consider date- 0 price of asset A with bubble b0=5, that is the "bubbly" price of asset A at date 0 is p^0A=p0A+b0, where p0A is the price from (i) for d=10. What must be the bubbly price p^tA at any future date t