You are given the information for two stocks, Stock D and Stock E as below: S(0) Stock D Stock E 42 84 2% 3% 30% 40% Given also the correlation between Stock D and Stock E is -0.3. Determine the Black-Scholes premium of a 6-month European exchange option which allows acquisition of 200 shares of Stock D in exchange for 100 shares of Stock E. (8 marks) You are given the information for two stocks, Stock D and Stock E as below: S(0) Stock D Stock E 42 84 2% 3% 30% 40% Given also the correlation between Stock D and Stock E is -0.3. Determine the Black-Scholes premium of a 6-month European exchange option which allows acquisition of 200 shares of Stock D in exchange for 100 shares of Stock E. (8 marks)