The time-t price of a stock within the Black-Scholes framework is S(t). You are given: (1) The stock pays continuous dividends at an annual rate of 0.02. (ii) The stock's volatility is 0.3. (iii) The continuously compounded risk-free interest rate is 0.06. (iv) S(0)=50 A claim on the stock pays (S(2) - 50). Calculate the price of the claim at 0. The time-t price of a stock within the Black-Scholes framework is S(t). You are given: (1) The stock pays continuous dividends at an annual rate of 0.02. (ii) The stock's volatility is 0.3. (iii) The continuously compounded risk-free interest rate is 0.06. (iv) S(0)=50 A claim on the stock pays (S(2) - 50). Calculate the price of the claim at 0