can someone please walk me through this question with a solution:)

Consider a European call option written on a share of CBA stock at time 0 with strike price X and time-to-maturity 7 = nA. Show that its price is given by = EQ[e-nA max(SA - X, 0)]. [e Coin = 0 Consider a European call option written on a share of CBA stock at time 0 with strike price X and time-to-maturity 7 = nA. Show that its price is given by = EQ[e-nA max(SA - X, 0)]. [e Coin = 0