Consider a Russian option with value function V $($S$,$ J$)$ in the case where thereare continuous dividends paid on the underlying asset S at rate D$.$ Define thevariable J for this option. A similarity reduction of the form W$()=$ V$/$J with $=$ S$/$J leads to$1222$W $+($r D$)$W rW $=0,$which must be solved subject toW$(1)$ W$(1)=0,$ W$(0)=1,$ W$(0)=0,$where $=0$ is the optimal exercise boundary in similarity coordinates. Thecurrent value of the underlying is S $=10.$ What is the current value of theRussian option assuming that $=0\mathrm{.}3,$ r $=0\mathrm{.}1$ and D $=0\mathrm{.}05?$ Present yourresults to a minimum of $4$ significant digits.