14. Assume stock price S follows the geometric Brownian motion process ds = uSdt+oSdz. Consider a financial claim which pays max{S-K,0} at maturity T. (1) Write down the BSM differential equation for this claim. (2) Write down the price of this claim at time 0 using the BSM pricing formula. 14. Assume stock price S follows the geometric Brownian motion process ds = uSdt+oSdz. Consider a financial claim which pays max{S-K,0} at maturity T. (1) Write down the BSM differential equation for this claim. (2) Write down the price of this claim at time 0 using the BSM pricing formula