Stock prices are modeled with the following 1-period binomial tree, the period being 6 months: For a European call option on the stock expiring in 6 months, the strike price is 52 . The continuously compounded risk-free interest rate is 6%. Determine the change in the premium for the call option if the continuous dividend rate for the stock ineases from 0 to 2%. Stock prices are modeled with the following 1-period binomial tree, the period being 6 months: For a European call option on the stock expiring in 6 months, the strike price is 52 . The continuously compounded risk-free interest rate is 6%. Determine the change in the premium for the call option if the continuous dividend rate for the stock ineases from 0 to 2%