2. The price of a European call option is given by c = SN(d1) Ker(T t)N(d2) where S is the stock price at time t and d1 = ln S K + (r + 1 2 2 )(T t) T t d2 = ln S K + (r 1 2 2 )(T t) T t N(x) = Z x 1 2 e 1 2 y 2 dy. Show that c tends to max{S K, 0} at t approaches T