= Suppose the risk return tradeoff is captured by Etrt+1 = a + yok. At time t, we have: a=0.05, y=3, and on=0.15, in annualized percent. An asset pays annual dividends of $5 per share and there are the expected growth rate of dividends is zero. What is the price per share of the asset? Please round your answers to the second digit after the decimal point. Following on question 13, suppose that at time t+1, the volatility increases to Ot+1=0.40, in annualized percent. All other coefficients in the risk-return tradeoff are the same. The annualized dividend remains at $5 per share with zero expected growth of dividends. What is the new price of the asset? Please round your answers to the second digit after the decimal point