Consider a squared call with strike K and maturity T, i.e. a European option (on the spot price) whose payoff at maturity T is ((S(T) - K)^+)^2. Give a formula for the value of the squared call at time 0, analogous to the standard formula S(0) N(d_1) - Ke^-rT N(d_2) for an ordinary call. Consider a squared call with strike K and maturity T, i.e. a European option (on the spot price) whose payoff at maturity T is ((S(T) - K)^+)^2. Give a formula for the value of the squared call at time 0, analogous to the standard formula S(0) N(d_1) - Ke^-rT N(d_2) for an ordinary call