Q6: The time-t price of a stock is (t). You are given The risk-neutral process for S(t) is (i) ds(t)= 0.15S(t)dt +0.325() d(1) where 2(0) is a standard Brownian motion in the risk-neutral measure. (ii) The stock pays dividends of 0.015(t)dt between times and t + dt. (iii) S(0)=10. A special put option allows the purchaser to sell S(0.25) shares of the stock at time 0.25 for 100. Determine the price of this option. Q6: The time-t price of a stock is (t). You are given The risk-neutral process for S(t) is (i) ds(t)= 0.15S(t)dt +0.325() d(1) where 2(0) is a standard Brownian motion in the risk-neutral measure. (ii) The stock pays dividends of 0.015(t)dt between times and t + dt. (iii) S(0)=10. A special put option allows the purchaser to sell S(0.25) shares of the stock at time 0.25 for 100. Determine the price of this option