Assume that you want to value a 1-year call option on a stock, knowing that: The current stock price is $92 The strike price of the option is $109 Stock volatility (o) is 20% p.a. The continously compounded risk-free rate is 5% p.a. You are asked to calculate: (a) The forward price of the option assuming: (i) No dividends on the stock (ii) A dividend yield of 2% p.a. (b) The spot price of the option in each of the two cases in (a)