Question: (10 points) You are given the following information regarding two European options on the same dividend-paying stock in the Black-Scholes framework: (i) The stock is

(10 points) You are given the following information regarding two European options on the same dividend-paying stock in the Black-Scholes framework: (i) The stock is currently priced at $50. (ii) The cost of shares to delta-hedge a short position of 100 units of a 6-month call option with strike K is $3400. (iii) The cost of shares to delta-hedge a long position of 100 units of a 6-month put option with strike K is $1500. Calculate the stocks continuous dividend yield .

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