13. A stock follows the Black-Scholes framework with a continuous dividend yield of c= 0.04 and the risk free rate r= 0.06. The current price of the stock is S(0) = 100. When (di) = 0.5 and "(d2) = 0.33, for a European put option with one year expiry, obtain the stock volatility o, Circle one of the possible choices: (a) 0.11, (b) 0.22, (c) 0.33, (d) 0.44, (e) 0.55. 14. Consider the last problem again. Obtain the strike price K of the put option. Circle one of the possible choices: (a) 112.4, (b) 100.0, (c) 95.6, (d) 90.2, (e) 85.3. 13. A stock follows the Black-Scholes framework with a continuous dividend yield of c= 0.04 and the risk free rate r= 0.06. The current price of the stock is S(0) = 100. When (di) = 0.5 and "(d2) = 0.33, for a European put option with one year expiry, obtain the stock volatility o, Circle one of the possible choices: (a) 0.11, (b) 0.22, (c) 0.33, (d) 0.44, (e) 0.55. 14. Consider the last problem again. Obtain the strike price K of the put option. Circle one of the possible choices: (a) 112.4, (b) 100.0, (c) 95.6, (d) 90.2, (e) 85.3