I dont get whether the professor wants me use the symbols or in real numbers

l. ISLM Model and Stock Price: In period t, the economy is described by the IS-LM model: IS: 100 1000it LM: 60 + 1000it That is, equilibrium output and interest rate for period t can be solved for by the above two equations. Company M&B's stock pays dividends using the formula: D = 0.5Y That is, Company pays an amount of dividend in each period equal to half of the output in that period. The stock price Vt for Company A comes from the present value formula: The discount rate rt is equal to the sum of the interest rate it and a risk premium p, which we assumed to be a constant of 1%. Assume that there is no inflation and there is no distinction between real and nominal values. a) Suppose people do not expect the IS curve or LM curve to move anytime in the future. Calculate the stock price for Company in period t. b) Suppose people expect expansionary monetary policy starting from period t -F 1, with the LM curve shifts to: = 80 + 10004+1 And, people expect the shift to be i.e. the LM curve is expected to be the one above for t + 2, t + 3, On the other hand, the IS curve is expected to be the same as the one used in a) for all future periods. Calculate the stock price for Company in period t. c) Suppose people do not expect any ofthe curve to shift, but people worry about the future and require a higher risk premium p of instead, for all periods from t and beyond. Calculate the stock price for Company in period t.