Consider a 2n-year European $52-strike call option and a 2n-year European $52-strike put option on a stock. You are given: i. The stock pays a dividend of $2 at the end of year-n. ii. The continuously compounded risk-free interest rate is 8%. The amount of cash that must be lent at the risk-free interest rate in order to replicate the stock is $33.75. Determine n