answer both correctly for an upvote

For a stock, you are given: i) The current price of the stock is 50 ii) The volatility of the stock is 14.14% iii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 1% iv) The continuously compounded risk-free interest rate is 2% Calculate the current price of a 2-year at the money arithmetic average price call with a 2-period forward binominal tree. Possible Answers 3.78 B 4.03 4.89 D 5.32 E 6.47 For a stock, you are given: i) The current price of the stock is 50 ii) The volatility of the stock is 14.14% iii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 1% iv) The continuously compounded risk-free interest rate is 2% Calculate the current price of a 2-year at the money arithmetic average price call with a 2-period forward binominal tree. Possible Answers 3.78 B 4.03 4.89 D 5.32 E 6.47 For a stock, you are given: i) The current price of the stock is 50 ii) The volatility of the stock is 14.14% iii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 1% iv) The continuously compounded risk-free interest rate is 2% Calculate the current price of a 2-year at the money arithmetic average price call with a 2-period forward binominal tree. Possible Answers 3.78 B 4.03 4.89 D 5.32 E 6.47 For a stock, you are given: i) The current price of the stock is 50 ii) The volatility of the stock is 14.14% iii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 1% iv) The continuously compounded risk-free interest rate is 2% Calculate the current price of a 2-year at the money arithmetic average price call with a 2-period forward binominal tree. Possible Answers 3.78 B 4.03 4.89 D 5.32 E 6.47