The following information is given about options on the stock of a certain company. S_0 = 23 X = 20 r_c = .09 T = .5 sigma^2 = .15 No dividends are expected. Use this information to answer questions 1 through 3. What value does the Black-Scholes model predict for the call? 5.4 1.1 4.7 6.5 none of the above The price of a put on the stock is 0.9 8.6 2.4 4.9 none of the above If we now assume that the stock pays a single dividend of 2.25 in three months, what stock price should we use in the model? 17.75 20.5 20 20.80 none of the above