Cash Dividend

Scenario A

${\sigma }_0={\sigma }_1=0.3$

Scenario B

${\sigma }_0=0.25$ , ${\sigma }_1=0.3$

Reset Rate $\alpha =0$

Reset Rate $\alpha =0.6$

Reset Rate $\alpha =0$

Reset Rate $\alpha =0.6$

0

16.7341

16.7349

15.7136

15.7138

4

14.5036

14.5050

13.4003

13.4008

8

13.3453

13.3478

12.0794

12.0805

12

12.8034

12.8074

11.4570

11.4591

16

12.5124

12.5185

11.1249

11.1285

20

12.3530

12.3630

10.9437

10.9493