Consider a Gap Put (see Section 14.5 in text) that pays 105 ST if ST 102; f(ST) 0 otherwise Assume S 100, 0.15, r 0.06, 0.03 and T 1. We use a Black-Scholes model, so that ST is log-normal (a) Compute the risk-neutral probability a 102) (b) Compute the expected stock price (under Q) conditional on ST 102, that is EG ST ST 102