2. Assume the Black-Scholes framework. Consider a stock and a derivative security on the stock. You are given: (1) The continuously compounded risk-free interest rate is 5%. (ii) The time-t price of the stock is S(t). (iii) The time-t price of the derivative security is e" In[S(t)]. (iv) The stock's volatility is 25%. (v) The stock pays dividends continuously at a rate proportional to its price. (vi) The derivative security does not pay dividends. Calculate 8, the dividend yield on the stock. Hint: Use the Fundamental Theorem of Asset Pricing. 2. Assume the Black-Scholes framework. Consider a stock and a derivative security on the stock. You are given: (1) The continuously compounded risk-free interest rate is 5%. (ii) The time-t price of the stock is S(t). (iii) The time-t price of the derivative security is e" In[S(t)]. (iv) The stock's volatility is 25%. (v) The stock pays dividends continuously at a rate proportional to its price. (vi) The derivative security does not pay dividends. Calculate 8, the dividend yield on the stock. Hint: Use the Fundamental Theorem of Asset Pricing