5. (We repeat the previous question allowing for nonzero dividends). Assume a stock has a...

5. (We repeat the previous question allowing for nonzero dividends). Assume a stock has a dividend yield of d = 2%. Compute the three-month (? = 1/4) forward price F of a stock currently trading at $40 when the risk-free rate for this period is r = 4%. Then, set the strike price to K = F and calculate call and put values from the Black-Scholes model if the volatility is What can you say about the call and put prices you just computed?