Question: Derive a pricing formula for a forward-start put option on a dividend yield-paying stock, with dividend yield y, in which the strike price will be

Derive a pricing formula for a forward-start put option on a dividend yield-paying stock, with dividend yield y, in which the strike price will be greater than the spot price at T1, the time the option 'starts', by a factor of (that is K= (1+alpha )S_T1)

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