U Question 7 1 pts Assume the Black-Scholes framework. A stock pays dividends continuously at a rate of 3%, has an expected annual return of 16%, and has a volatility of 35%. The continuously-compounded risk-free rate of interest is 5%. You are given that dh = 0.6566 for a 2-year, K-strike European put on this stock. The premium for this put is 14.48. Determine the current price of the stock. 0 144.26 O 139.66 O 158.07 O 153.47 O 148.86