10. A time T-claim has a payoff function (S(T))2 at maturity time T. Here S(T) is the price of the underlying stock obeying the Black-Scholes model. If the risk-free rate is r and volatility is o, what is the time t no arbitrage price of the claim, where t E ( OT)? Circle one of the possible choices: (a) S(t)er-0.50)(T-t), (b) S(t)elr+0.562)(T-t), (c) S(t)elr+o)(T-t), (d) S(t)er-o?)(T-t), (e) None of the above. 10. A time T-claim has a payoff function (S(T))2 at maturity time T. Here S(T) is the price of the underlying stock obeying the Black-Scholes model. If the risk-free rate is r and volatility is o, what is the time t no arbitrage price of the claim, where t E ( OT)? Circle one of the possible choices: (a) S(t)er-0.50)(T-t), (b) S(t)elr+0.562)(T-t), (c) S(t)elr+o)(T-t), (d) S(t)er-o?)(T-t), (e) None of the above