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4. What is the price of a European style exchange option with payoff f(X,Y,.T)= max(X, -Y,0) where X and Y are the prices of the two assets which pays continuous dividend yield qx and q, respectively. The two assets follow the risk neutral processes dX =(r-9x)Xdt +OzXDW, dY =(r-9,)Ydt +0,YdW, and have correlation Px. Assume the time to maturity = 3 year, risk free rate = 3%, dividend qx = 8%, 9, = 4%, 0x = 35%, 9, = 25%, P x = 0.25. Both X and Y are normalized at 100 at t= 0. 4. What is the price of a European style exchange option with payoff f(X,Y,.T)= max(X, -Y,0) where X and Y are the prices of the two assets which pays continuous dividend yield qx and q, respectively. The two assets follow the risk neutral processes dX =(r-9x)Xdt +OzXDW, dY =(r-9,)Ydt +0,YdW, and have correlation Px. Assume the time to maturity = 3 year, risk free rate = 3%, dividend qx = 8%, 9, = 4%, 0x = 35%, 9, = 25%, P x = 0.25. Both X and Y are normalized at 100 at t= 0