2. For European call option with maturity at time T and strike price K, we have the Black-Scholes pricing formula, or function, of this option given by log() + (r+%202)(T 1) c(s, t) = S N OVT-t s. 1(* Kent KeMT- 110g(32) + (r 7:02)(T-1) OVT-t where S, is the tradable underlying asset price at time t, r is the interest rate, and o is the volatility parameter in the stochastic model of the underlying asset. Show explicitly that price return of this option function in differential time has risk-free drift term when evaluated with respect to the risk-neutral underlying asset price g. de(&r, t) c(8t) rdt + Oc dzt 2. For European call option with maturity at time T and strike price K, we have the Black-Scholes pricing formula, or function, of this option given by log() + (r+%202)(T 1) c(s, t) = S N OVT-t s. 1(* Kent KeMT- 110g(32) + (r 7:02)(T-1) OVT-t where S, is the tradable underlying asset price at time t, r is the interest rate, and o is the volatility parameter in the stochastic model of the underlying asset. Show explicitly that price return of this option function in differential time has risk-free drift term when evaluated with respect to the risk-neutral underlying asset price g. de(&r, t) c(8t) rdt + Oc dzt