= Consider a stock with a price with S = 100 and pays no dividends. The annual risk-free rate is 10%. A European put option on the stock with a strike price 80 and an expiration date three months from now has a price of 15. What is the price of a European call option on this stock with the same strike price and expiration date? a Consider a stock expected to pay a dividend $8 per share in three months from now. The current stock price is $100, and the annualized risk-free rate is 8% . An investor tries to take a long position in a one-year forward contract on the stock. What is the forward price? a