c(ST,T)={ST,0,ST>KSTK where K is the strike price and St is the current price of a risky stock. The stock does not pay dividends. K is a constant parameter. In the Black-Scholes framework, price this contract by martingale approach. You need to show clear derivation steps. c(ST,T)={ST,0,ST>KSTK where K is the strike price and St is the current price of a risky stock. The stock does not pay dividends. K is a constant parameter. In the Black-Scholes framework, price this contract by martingale approach. You need to show clear derivation steps