2. Consider a European contingent claim that matures at T with payoff (Si(T) - c)1{S(T)2K} + 281(T) 2Ke-r. What is the value of c such that the value of this contingent claim is equal to 0 at time 0? (25 points) 2. Consider a European contingent claim that matures at T with payoff (Si(T) - c)1{S(T)2K} + 281(T) 2Ke-r. What is the value of c such that the value of this contingent claim is equal to 0 at time 0? (25 points)