Suppose that the 3-year interest rate is r = 0.06. A stock portfolio currently valued at $1,000 provides a dividend yield of q = 0.025, and has a per annum standard deviation of 14%. What is the fair value of a 100% PPN with 80% participation in the upside above current value and a maturity of three years when the retail price = $1,000? Use the information below. pset4.PNG Enter solution in dollars and cents, rounded to the nearest cent. Precede with "-" symbol if negative. Do not enter "$" symbol. 6,251 s 946.55 (with margin: 1) Suppose that the 3-year interest rate is r = 0.06. A stock portfolio currently valued at $1,000 provides a dividend yield of q = 0.025, and has a per annum standard deviation of 14%. What is the fair value of a 100% PPN with 80% participation in the upside above current value and a maturity of three years when the retail price = $1,000? Use the information below. pset4.PNG Enter solution in dollars and cents, rounded to the nearest cent. Precede with "-" symbol if negative. Do not enter "$" symbol. 6,251 s 946.55 (with margin: 1)