5. The price of a European call option with a continuous dividend rate Do in the Black-Scholes model is given by C(S,t) = Se-Do(T-t) N(dio) - Ee-(-) N (dz) where N(x)=edy, dio = In(S/E) + (r-Do + /2) (T-t) oT-t d20 dio-aT-t. (a) For the call option with dividends find the formula for I ac Do 5. The price of a European call option with a continuous dividend rate Do in the Black-Scholes model is given by C(S,t) = Se-Do(T-t) N(dio) - Ee-(-) N (dz) where N(x)=edy, dio = In(S/E) + (r-Do + /2) (T-t) oT-t d20 dio-aT-t. (a) For the call option with dividends find the formula for I ac Do