For the next 4 questions use the following information: All Black-Scholes assumptions hold. A non-dividend paying stock has a volatility of returns of 20%, the current stock price is $250, and the risk-free rate is 10%. Question 1 1 pts What is the price of a European style Call option on this stock with 3 months to maturity and a strike price of 275? Question 2 1 pts What is the price of a European style put option on this stock with the same strike price? Question 3 1 pts If a dividend of $5 is expected in 2 months, what should be the price of a European style call option