Bonus Problem 1 In Lecture 10 we have derived the Black-Scholes option pricing formulas by relying on the risk-neutral valuation argument. But we can derive these formulas more directly from the binomial lattice argument by letting the time step size of the lattice approach to zero. Derive the Black-Scholes option pricing formula for a European call option on a non-dividend-paying stock in this line by using the central limit theorem. Bonus Problem 1 In Lecture 10 we have derived the Black-Scholes option pricing formulas by relying on the risk-neutral valuation argument. But we can derive these formulas more directly from the binomial lattice argument by letting the time step size of the lattice approach to zero. Derive the Black-Scholes option pricing formula for a European call option on a non-dividend-paying stock in this line by using the central limit theorem