Q9. Consider a stock that follows the Black-Scholes model. You are given: (i) The current stock price is 100. (ii) The stock pays no dividends. (iii) The 95% lognormal prediction for price of the stock four years from now is (80, 200) Find the expected rate of return for the stock. (A) 5.8% (B) 6.0% (C) 6.2% (D) 6.4% (E) 6.6%