18. For the log-normal model of asset prices, find the risk-neutral price PD = PD (S0, K, T) of a cash-or-nothing digital put with the payoff function: so if S(T) > K, A(S(T)) = A1{S(T) 0 is a strike price, A > 0 is a cash amount, and T > 0 is an exercise date. 18. For the log-normal model of asset prices, find the risk-neutral price PD = PD (S0, K, T) of a cash-or-nothing digital put with the payoff function: so if S(T) > K, A(S(T)) = A1{S(T) 0 is a strike price, A > 0 is a cash amount, and T > 0 is an exercise date