answer all 3 for an upvote

For a stock, you are given: i) The current stock price is 50 ii) At the end of three months the stock price will either be 45 or 55 iii) The stock pays dividends at the rate proportional to its price. The dividend yield is 4% iv) The continuously compounded risk-free interest rate is 0.03 Consider a 3-month 53-strike European put on the stock. Calculate the time-0 price of the put option Possible Answers 2 B 3 4. D 5 E 6 For a stock, you are given: i) The current stock price is 100 ii) At the end of one year the stock price will either be 90 or 110 iii) The stock pays dividends at the rate proportional to its price. The dividend yield is 5% iv) The continuously compounded risk-free interest rate is 0.06 Calculate the price of a 1-year 105-strike European put on the stock Possible Answers 3.35 B 4.35 5.35 D 6.35 E 7.35 Consider a stock the pays dividends continuously at a rate proportional to its price, you are given: i) The current stock price is 15 ii) The dividend yield is 4% iii) A single-period binominal tree is used to model the movement of the stock after 6 months iv) u = 1.25 and d=0.7, and the risk-neutral probability of a down move is 04 Calculate the time- price of a contingent claim that pays the absolute difference between the square root of the stock price and 4 after 6 months. Possible Answers A 0.19 B 0.28 C 0.35 D 0.48 E 0.56