3. You are given: (a) The continuously compounded risk-free rate for dollars is 2%. (b) The continuously compounded risk-free rate for pounds is 3% (c) A 6-month dollar-denominated European Call option on pounds with strike 1.46 costs $0.04. (d) A 6-month dollar-denominated European put option on pounds with strike 1.46 costs $0.02. Determine the 6-month forward change rate of dollars per pound. 4. For a stock paying continuous dividends at rate : 0.05. You are given: (a) The continuous compounded risk-free rate is 3%. (b) A 3-month European Call option with strike 30 costs 3.18. (c) A 3-month European Put option with strike 30 costs 2.28. Determine the current price of the stock