Assume the Black-Scholes framework. You are given: i. S(t) is the stock price at time t. ii. The stocks volatility is 25%. iii. The continuously compounded expected rate of return is 8%. iv. The stock pays dividends continuously at a rate of 3% proportional to its price. The continuously compounded risk-free interest rate is 4%. V. vi. The current stock price is S(0) = 125. Calculate E s(3)?|S (1) = 100 6000 B 8000 10000 D 12000 14000 Assume the Black-Scholes framework. You are given: i. S(t) is the stock price at time t. ii. The stocks volatility is 25%. iii. The continuously compounded expected rate of return is 8%. iv. The stock pays dividends continuously at a rate of 3% proportional to its price. The continuously compounded risk-free interest rate is 4%. vi. The current stock price is S(0) = 125. Determine the 10th percentile of S (5). V. A 67 B 73 C 79 D 8 85 E 91