answer all 4 questions for an upvote please

For a stock, you are given: 1) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 4% ii) The volatility of the stock is constant iii) A two-period binominal forward tree with two time steps, each of 1 year long, is used to model the movement of the stock price. iv) The stock price after 1 year can take values 34.49 and 18.89 v) The continuously compounded risk- free rate is 6% Calculate the risk-neutral probability for the stock to drop for 2 consecutive periods. Possible Answers 0 B 0.18 C 0.24 D 0.33 E 0.49 For a non-dividend paying stock, you are given: i) the movement of the stock price is given by the following binomial model: Sa = 16 Sud = 19.2 Sad = 10.24 ii) The length of each period is 1 year iii) The continuously compounded risk-free interest rate is 5% Calculate the price of a 2-year 30- strike American call on the stock. Possible Answers A 1.96 B 2.27 2.93 D 3.24 E 3.99 For a stock, you are given: i) The current stock price is 70 ii) The stock will pay dividend continuously at a rate proportional to its price. The dividend yield is 2% iii) The volatility of the stock is 25% iv) The continuously compounded risk-free interest rate is 5% Using a two-period forward tree, find the price of a 1-year at-the-money American call. Possible Answers A 7.48 B 8.47 c 10.91 D 11.04 E 15.68 A stock has a current value of 100. In each of the next six-month periods, the stock price could rise by 25% or fall by 25%. The risk-free interest rate is 6% per year. What is the price of a one-year European call on this stock with an exercise price of 90? Possible Answers A 18.5 B 19.0 C 19.6 D 21.3 E 22.5