2) Remember that, using risk-neutral valuation the price of an option is the expected value of the payoff, discounted to the present. Suppose that Se follows a usual geometric brownian motion and consider an option that pays $1 if Sr > K. Compute the price of this option (use parameters r, o and q = 0). 2) Remember that, using risk-neutral valuation the price of an option is the expected value of the payoff, discounted to the present. Suppose that Se follows a usual geometric brownian motion and consider an option that pays $1 if Sr > K. Compute the price of this option (use parameters r, o and q = 0)