DMQ 1: Consider a STOCK with current price $100 that, in 6 month, can either increase to $120 or decrease to $90. The stock does not pay dividends. Risk free interest rate is 8%. Find the price of 6-month futures call option with strike price of $105 on 1-year FUTURES on this stock. DMQ 2: Using a trial-and-error method in excel find the stock price volatility (standard deviation) for an asset that pays 3% continuously compounded dividend yield if the current stock price is $100, risk- free interest rate is 8%, and the 1-year European call option on this stock with strike price of $105 is worth $20. Provide at least 4 decimal digits for the standard deviation (i.e., report is as xx.xx% or as 0.xxxx) DMQ3: Consider a stock with current price S=100. Each MONTH the stock price can increase or decrease by 10%. Find the price of ONE YEAR AMERICAN PUT option with strike price of X=110 if risk-free interest rate is equal to 2%. Please, use Excel for your calculations and do not round (or, if you have to round, keep 8 decimal digits)