2. (5 pt) You are given (a) The stock follows BS model (6) S(0) 100 (c) continuously paid dividend rate is 0.01 (d) continuously compounded risk free rate is 0.06 (e) Var (In(S()) = 0.52 Calculate the value of 2-yevar 90-strike call option 3. (5 pt) Consider BS Framework for prepaid forward price of a stock with following information: S(0) = 100, the stock pay discrete dividend of 10 three months from now, o = 0.25.r = 0.06. Calculate the price of a 1-year European call option with strike price of 95 2. (5 pt) You are given (a) The stock follows BS model (6) S(0) 100 (c) continuously paid dividend rate is 0.01 (d) continuously compounded risk free rate is 0.06 (e) Var (In(S()) = 0.52 Calculate the value of 2-yevar 90-strike call option 3. (5 pt) Consider BS Framework for prepaid forward price of a stock with following information: S(0) = 100, the stock pay discrete dividend of 10 three months from now, o = 0.25.r = 0.06. Calculate the price of a 1-year European call option with strike price of 95