Question Assume the Black-Scholes framework. You are given: i. S(t) is the stock price at time t. ii. The stock' s volatility is 25%. iii. The continuously compounded expected rate of return is 8%. iv. The stock pays dividends continuously at a rate of 3% proportional to its price. V. The continuously compounded risk-free interest rate is 4%. vi. The current stock price is S (0) = 125. Calculate E [S (1) S (2)]. - Possible Answers A 13000 B 15000 C 17000 D 19000 E 21000