Question 3 1 pts Assume the Black-Scholes framework. The current price of a stock is 190. The stock pays dividends continuously at a rate of 3%, has an expected annual return of 4%, and has a volatility of 35%. The continuously-compounded risk-free rate of interest is 6%. Calculate the continuously-compounded expected return of a 5-year, 210-strike European put on this stock. O 7.36% O 7.82% 0 8.28% 0 8.75% O 6.89% Question 3 1 pts Assume the Black-Scholes framework. The current price of a stock is 190. The stock pays dividends continuously at a rate of 3%, has an expected annual return of 4%, and has a volatility of 35%. The continuously-compounded risk-free rate of interest is 6%. Calculate the continuously-compounded expected return of a 5-year, 210-strike European put on this stock. O 7.36% O 7.82% 0 8.28% 0 8.75% O 6.89%