Question 9 1 pts Assume the Black-Scholes framework. A non-dividend-paying stock has a volatility of 40%. The expected price of the stock after 2 years is 1.1457 times the risk-neutral expected price of the stock after 2 years. You are given that ,/d, =1.5037 for a 2-year, at-the-money European put on the stock. Calculate the continuously compounded expected annual yield of the stock. O 11.9% O 13.0% O 11.6% 12.3% O 12.7% Question 9 1 pts Assume the Black-Scholes framework. A non-dividend-paying stock has a volatility of 40%. The expected price of the stock after 2 years is 1.1457 times the risk-neutral expected price of the stock after 2 years. You are given that ,/d, =1.5037 for a 2-year, at-the-money European put on the stock. Calculate the continuously compounded expected annual yield of the stock. O 11.9% O 13.0% O 11.6% 12.3% O 12.7%