Consider a stock that follows Geometric Brownian Motion dSt = usedt + oStdBt. The initial stock price So is $10. The drift u = 15% and the volatility o = 40%. The continuously-compounded riskfree rate r is 5%. Consider a derivative securities that maturesin T = 1 year with terminal payoff g(ST), where the function 0 Eagle; 9(3): 510 if10