5. Assume Black-Scholes framework. The price of a 6-month European gap call option on a stock with a strike price of 95 an a payment trigger of 120, is 0.28818. The price of a 6-month European gap put option on the same stock with a strike price of 95 an a payment trigger of 120, is -6.71276. The stock pays continuous dividends with annual dividend yield 6 . The stock volatility ?-0.1. . The annual continuously compounded risk-free interest rate is 6%. Determine