2. Consider a Russian option with value function V(S,J) in the case where there are continuous dividends paid on the underlying asset S at rate D. Define the variable J for this option. A similarity reduction of the form W()=V/J with =S/J leads to 2122W+(rD)WrW=0, which must be solved subject to W(1)W(1)=0,W(n0)=1,W(n0)=0, where =0 is the optimal exercise boundary in similarity coordinates. The current value of the underlying is S=10. What is the current value of the Russian option assuming that =0.3,r=0.1 and D=0.05 ? Present your results to a minimum of 4 significant digits