You are given i) The time -t price of stock process St follows a geometric Brownian motion. ii) The time -t price of the process V (t, St) = 5e 0.18tS 3 t . iii) The stock pays dividend at a continuous rate and the derivative security does not pay dividend. iv) V ar h ln St S0 i = 0.04t v) The continuously compounded interest rate is 0.06 Find the dividend rate