(b) (The happy call) A New York firm is offering a new financial instrument called a "happy call. It has a payoff function at time I equal to max(0.5S, S-K), where S is the price of a stock and K is a fixed strike price. You always get something with a happy call. Let P be the price of the stock at time t=0, and let C(1) and C(2) be the prices of ordinary European call options with strike prices K and 2K, respectively. Then, the fair price of the happy call is of the form CH = aP + BC(1) + VC(2). Find the constants a, b, and y