Question 4 1 pts Consider a six-month European call option on a stock. The stock price is $30, the strike price is $29, and the continuously compounded risk-free interest rate is 6% per annum for all maturities. There is a dividend of $3 and the ex-dividend date is in three months. The volatility of the stock price is 40% per annum. What is price of the call option? Please provide your answer in unit of dollars without the dollar sign (rounded to the nearest cent). For example, if your answer is $1.02, write 1.02 Hint: Please use the BSM formula to value this option, accounting for the effect of dividend. Question 5 1 pts The 1-week call options on the Alibaba stock with strike prices of $185, $190, and $195 are $10, $7, and $5.5, respectively. An investor longs a butterfly spread using these three options Specifically, he longs 100 call options with the strike price $185, shorts 200 call options with the strike price $190, and longs 100 call options with the strike price 195. What is the investor's maximum gain from this strategy? Please provide your answer in unit of dollars (without the dollar sign)