9 Given a lognormal distribution for stock price with S = Soet where Z is normal with mean (-o/2)t and variance ot. (a) Compute E[ST]; how much would you pay for the stock to be delivered to you at time T. (b) Compute the digital call price(assuming r=0%) which pays $1 if stock is greater than strike K at expiry T, namely 1sq>K (c) Compute the price of an option that pays $1 if the stock Sy is greater than Ki and less than K2 with 0