You are given the following information about a stock with price (t) at timet: (i) The stock follows the Black-Scholes framework. (ii) The continuously compounded risk-free interest rate is 0.03. (iii) The stock pays dividends of 0.01s(t)dt between timest and tdt. (iv) S(O)= 15. (v) The stock's annual continuously compounded return is 0.16. (vi) O=0.3 A European option pays the maximum of O and S()- 230 at the end of 6 months. Calculate the value of this option. You are given the following information about a stock with price (t) at timet: (i) The stock follows the Black-Scholes framework. (ii) The continuously compounded risk-free interest rate is 0.03. (iii) The stock pays dividends of 0.01s(t)dt between timest and tdt. (iv) S(O)= 15. (v) The stock's annual continuously compounded return is 0.16. (vi) O=0.3 A European option pays the maximum of O and S()- 230 at the end of 6 months. Calculate the value of this option