2. Consider a Stop-loss option with value function V(S, J) in the case where there are continuous dividends paid at rate D. A similarity reduction of the form W(n) = V/J with n= S/ J leads to 1 zo?n?" + (r - DnW' rW = 0 - which must be solved subject to W(1) - W'(1) = 0 and W(a) = \. Solve for W(n) by seeking a solution of the form W(n) = cnd + c2nd2. Consider the specific case of S = 50 at time t = 0, 0 = 0.4, r = 0.2 and D = 0.15 with X=0.85. Determine the value of V at time t=0. 2. Consider a Stop-loss option with value function V(S, J) in the case where there are continuous dividends paid at rate D. A similarity reduction of the form W(n) = V/J with n= S/ J leads to 1 zo?n?" + (r - DnW' rW = 0 - which must be solved subject to W(1) - W'(1) = 0 and W(a) = \. Solve for W(n) by seeking a solution of the form W(n) = cnd + c2nd2. Consider the specific case of S = 50 at time t = 0, 0 = 0.4, r = 0.2 and D = 0.15 with X=0.85. Determine the value of V at time t=0