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A. American Put on Stock with Dividends. A put with strike K and maturity T is written on stock St which pays dividend Di at time t1, 0 (i) Suppose that the option is exercised at time T. Show that the value f this strategy at time 0 is Note that this shows that payment of the dividend is a positive for the put.) 3 Marks] (ii) Define the time value at time 0 of the put to be where P(t) is the American put value at time t, 03t