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 c(S, 1) = S, M tog() +(r+%*o)(1-0) 10g()+(r=;8?)(1-1) OVT-1 OVT-1 -Ke-n where S, is the tradable underlying asset price at time t,r is the interest rate, and 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(g. 1) = rdt + o dzi c(8,1)