5. Answer the following questions about options written on a dividend paying stock. Suppose that S = 50, K = 45, R = 1.03, u = 1.2, d = .8, and that the stock pays dividends at a rate & such that $\theta=e^{\delta h}=1.06$. i. What is the value of a European call two periods from expiration? ii. What is the value of a European put two periods from expiration? iii. What is the value of an American call two periods from expiration? iv. What is the value of an American put two periods from expiration? 5. Answer the following questions about options written on a dividend paying stock. Suppose that S = 50, K = 45, R = 1.03, u = 1.2, d = .8, and that the stock pays dividends at a rate & such that $\theta=e^{\delta h}=1.06$. i. What is the value of a European call two periods from expiration? ii. What is the value of a European put two periods from expiration? iii. What is the value of an American call two periods from expiration? iv. What is the value of an American put two periods from expiration