Show all work so I can learn, and please don't copy and paste answers. Thanks!

__________________________________

Assume the Black-Scholes framework.

You are given the following information for a stock that pays dividends continuously at a rate proportional to its price.

i) The current stock price is 0.25.

ii) The stocks volatility is 0.35.

iii) The continuously compounded expected rate of stock-price appreciation is 15%.

Calculate the upper limit of the 90% lognormal confidence interval for the price of the stock in 6 months.

____________________________

A) 0.393

B) 0.425

C) 0.451

D) 0.486

E) 0.529