Consider a stock whose price is $100, the expected value of its dividends is u =500, the standard deviation of dividends is 02 =25, the number of stocks outstanding is N=10. What is the rate of return on a riskless asset? O R=O.4 O R=1 Q R=2.5 O R=3.33 Imagine an investor who purchased a call option with a strike price of 100 for 20. The value of the underlying asset on the date when the option expires is equal to 85. What is the total payoff to the investor in such a case? 015 0-5 05 0-20 Imagine an investor who purchased a put option with a strike price of 100 for 10. The value of the underlying asset on the date when the option expires is equal to 85. What is the total payoff to the investor in such a case? 0 -20 Q -15 Q 5 Q 15 Imagine that a single futures contract involves 1000 bushels of wheat. Consider a farmer who expects to harvest 1500 bushels of wheat on date T which coincidently happens to be the date of settlement of the futures contract. Assume that on date t