\begin{tabular}{l|l} Question 4 & A stock has a current price of $212. An option on this stock that expires in nine months has an exercise price of $210. The stock will pay \end{tabular} Not yet answered a dividend of $1.5 in six months. Assume an annualized volatility of 30% and a continuously compounded risk-free rate of 4% per annum. Use the Black-Sholes-Merton model to price this option. Marked out of 8.00 Flag question (In all your calculations, round the numbers to 4 decimal places.) 1) Suppose the option is a European put. Calculate the value of the put. $ 2) Suppose this option is an American call. Use Black's approximation to calculate the value of this call. $