Question 1 1 pts Assume that the prices for a stock follow a lognormal distribution. The current price of the stock is 145. The stock pays dividends continuously at a rate of 2% and has an expected annual yield of 9%. The volatility of the stock is 36%. Let Pc be equal to the probability that a 6-year, 125-strike European call will be exercised at expiration and let Pp be equal to the probability that a 6-year, 125- strike European put will be exercised at expiration. Calculate the absolute value of Pc-Pp. [DM_05c_01] O 0.1775 O 0.1614 O 0.1856 O 0.1937 O 0.1695 Question 1 1 pts Assume that the prices for a stock follow a lognormal distribution. The current price of the stock is 145. The stock pays dividends continuously at a rate of 2% and has an expected annual yield of 9%. The volatility of the stock is 36%. Let Pc be equal to the probability that a 6-year, 125-strike European call will be exercised at expiration and let Pp be equal to the probability that a 6-year, 125- strike European put will be exercised at expiration. Calculate the absolute value of Pc-Pp. [DM_05c_01] O 0.1775 O 0.1614 O 0.1856 O 0.1937 O 0.1695