Problem 2. Suppose, portfolio I contains a contract pays dividends in the amount of 0 at the end of the current year which is to double every subsequent year. The dividends accumulate in a non-interest-bearing account which will be accessible to you at the end of year 3. Portfolio II consists of two chooser options with strike price of $5 maturing in 3 years. Assume that the choosing and exercise dates for the options are the same, i.e. 3 years from now. If these two portfolios have the same level of risk and priced equally, find 0, provided that stock price three years from now, S3, is given by an integer number