i need only just ( question 3 ) answer !?

Q1. The volatility of a stock price is 30% per annum. What is the standard deviation of the percentage price change in one trading day? Q2. Calculate the price of a three-month European put option on a non-dividend-paying stock with a strike price of $50 when the current stock price is $50, the risk-free interest rate is 10% per annum, and the volatility is 30% per annum. At what future stock price will the buyer of the put option breakeven? Q3. What difference does it make to your calculations in the previous problem (Q2) if a dividend of $1.50 is expected in two months