Question For a stock, you are given that the continuously paid dividend rate is 5 = 0.01 and the following monthly stock prices: Month Price 1 18.5 2 19.2 3 19.9 4 21.2 5 20.4 6 21.2 7 22.7 Estimate the stock's contimously compounded rate of return, assuming the Black-Scholes framework To do this, estimate the volatility using the method from binomial trees and apply it to the Black-Scholes model. hablemen A Less than 0.3 At least 0.3 but less than 0.4 At least 0.4 but less than 0.5 Allenst 0.5 but less than 0.0 At least 0.6