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Assume the Black-Scholes framework. You are given:

1. S(t) is the stock price at time t.
2. The stocks volatility is 25%.
3. The continuously compounded expected rate of return is 8%.
4. The stock pays dividends continuously at a rate of 3% proportional to its price.
5. The continuously compounded risk-free interest rate is 4%.
6. The current stock price is S(0)=125.

Calculate E[S(1)S(2)].