1. Black Scholes PDE: In a market in which the Black Scholes assumptions are satisfied, an asset makes the terminal payoff f(S(T)) = S(T)", ">, where S(T) is the value of the underlying stock at time T. The asset's value if the stock price reaches zero is P(0.t) = 0. (a) Show that the price of this power asset at Ocistis P(S(6),t) = {(n-1)+{n-1)02/247-6)S(t)". 1. Black Scholes PDE: In a market in which the Black Scholes assumptions are satisfied, an asset makes the terminal payoff f(S(T)) = S(T)", ">, where S(T) is the value of the underlying stock at time T. The asset's value if the stock price reaches zero is P(0.t) = 0. (a) Show that the price of this power asset at Ocistis P(S(6),t) = {(n-1)+{n-1)02/247-6)S(t)