(6) Suppose a stock price st is lognormal, with continuous dividend yield q. Hull explains in Section 16.3 why calls and puts on St can be priced by replacing so with soe-91 in the standard Black-Scholes formula; the resulting prices are Hull's eqns (16.4)-(16.5). Give an alternative derivation of those pricing formulas, using the expressions given in the Section 5 notes for the value of a call or put on a lognormal forward price. (6) Suppose a stock price st is lognormal, with continuous dividend yield q. Hull explains in Section 16.3 why calls and puts on St can be priced by replacing so with soe-91 in the standard Black-Scholes formula; the resulting prices are Hull's eqns (16.4)-(16.5). Give an alternative derivation of those pricing formulas, using the expressions given in the Section 5 notes for the value of a call or put on a lognormal forward price