Assume the riskfree asset B; and the (nondividend paying) stock St follow the dynamics of the BlackScholes model (with interest rate r > 0, stock drift [L E R, volatility 0' > U and SD > 0). (a) Find the price at time 0 of a European option that pays ST1{ln(ST)3K} at maturity T. (b) Find the price at time 0 of a European Option that pays Sy'(lH(ST) K)+ at maturity T. Hint: It could be useful to use that for the density function f of a standard normal distribution it holds f'(.r) : .Tf(l') for all .T E R