Consider a continuous time framework where stock prices follow a GBM process. Consider a stock currently trading at $$100$ per share, with a return volatility of $35\%,$ and does not currently pay dividends. The riskless rate is rf$=2\%$ per annum $($continuously compounded$).$ Based on this information, what would be the price of purchasing a contingent claim in this economy that pays $$1$ if the stock is worth less than $$90$ one year from today $($and pays nothing otherwise$)?$