Problem #2: Consider a stock that pays dividends of $26 in 5 years and $27 in 9 years. The stock currently trades for $147 per share. The annual continuously compounded risk-free interest rate is 16%, and the volatility per annum is 36%. Find the Black-Scholes-Merton price of a call option with strike price $145 and expiration time of 15 years. (A) 123.31 (B) 128.05 (C) 118.57 (D) 120.94 (E) 125.68 Problem #2: Select Save