Assume Black-Scholes framework to price the 6-month option with the following features: Underlying stock price = 100, volatility = 0.3, r = 6 %, =0.02. The option has the following payoffs in six months 0 if S0.5 <90 10 if 90<= S0.5< 105 2*(S0.5-100) if S0.5>= 105 Calculate the value of this special option