2. You are given: The 6-month forward price of 100 yen in costs $0.97 The continuously compounded, risk-free interest rate for yen is 2%. The continuously compounded, risk-free interest rate for dollars is 8%. The premium for a dollar-denominated, 6- month European call option on 100 yen with strike price $1.00 is $0.02. Calculate the premium for a dollar-denominated, 6-month European put option on 100 yen with strike price $1.00. 3. You are given: A stock pays a dividend at the end of three months. A 4-month American call option on the stock has a strike price of 50. The continuously compounded risk-free interest rate is 6%. Determine the lowest dividend that could make the exercising of the option early optimal