St denotes the ABC stock's price at time t. You are given followings: 1. Stock price at time 0 is S0=$120. 2. The stock pays $19 dividend per share 3 months later (t=0.25). 3. Between 3 months (t=0.25) and 1 year (t=1), dividends are paid continuously with 5% rate. 4. The continuously compounded risk-free interest rate is 7%. 5. (Hint: Consider the relationship between outright purchase and prepaid forward contract) The price of 1-year prepaid forward contract on same stock is (Please use 4 decimal numbers) St denotes the ABC stock's price at time t. You are given followings: 1. Stock price at time 0 is S0=$120. 2. The stock pays $19 dividend per share 3 months later (t=0.25). 3. Between 3 months (t=0.25) and 1 year (t=1), dividends are paid continuously with 5% rate. 4. The continuously compounded risk-free interest rate is 7%. 5. (Hint: Consider the relationship between outright purchase and prepaid forward contract) The price of 1-year prepaid forward contract on same stock is (Please use 4 decimal numbers)