Q3. (put-call parity) (a) A stock currently sells for $32. A 6-month call option with a strike of $34 has a premium of $4.6. An otherwise equivalent put premium is $6. Assume a 4% continuous dividend yield. What is the implied continuous compounded risk-free rate per year? Input the interest rate in percentage without the percent sign and keep 2 decimal places (e.g. 8.12\% as 8.12). (b) A stock currently sells for $35. A 6-month call option with a strike of $30 has a premium of $4.69, and a 6-month put with the same strike has a premium of $2.32. Assume a 4% continuously compounded risk-free rate. What is the present value of dividends payable over the next 6 months