Question 2 1 pts Assume that the prices for a stock follow a lognormal distribution. The current price of the stock is 225, and the stock pays dividends continuously at a rate of 1.2%. The stock has an expected annual yield of 11% and a volatility of 28%. The continuously-compounded risk-free rate of interest is 2.1%. Find the expected payoff of a 2-year, 260-strike European put on this stock. [DM_05d_02] O 39.33 O 35.37 O 41.31 0 33.39 O 37.35 Question 2 1 pts Assume that the prices for a stock follow a lognormal distribution. The current price of the stock is 225, and the stock pays dividends continuously at a rate of 1.2%. The stock has an expected annual yield of 11% and a volatility of 28%. The continuously-compounded risk-free rate of interest is 2.1%. Find the expected payoff of a 2-year, 260-strike European put on this stock. [DM_05d_02] O 39.33 O 35.37 O 41.31 0 33.39 O 37.35