For questions you can assume the following market data: US risk-free rate: RUS) = 1.5% p.a. Canadian risk-free rate: RCA) = 2.2% p.a. All interest rates are given with continuous compounding. Several question may require you to retrieve additional data from CME, CBOE or MX. Problem 3 (7 points) The NASDAQ 100 index currently stands at 14753 with an annual volatility of 25% and has a dividend yield of 1.2% p.a. continuously compounded. (a) (3 points) Calculate the price of a 7-month E-mini NASDAQ 100 index futures contract traded on the CME. (b) (4 points) Calculate the price of a 7-month European put option on the NASDAQ 100 index with strike price of 12, 200