You are given that:(i)The current price of a stock is 100;(ii)The continuously compounded risk-free interest rate is 6%.(iii)A $2 dividend will be paid every quarter, with the first dividend occurring 2 months from now.(iv)You use a K-strike call option and aK-strike put option on the stock to create a synthetic six-month short forward. The initial investment is 5.Calculate K.