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9.2. Assume the Black-Scholes framework. Let S be a stock such that S(0) = 21, the dividend rate is 8 = 0.02, the risk free rate is r = 0.05, and the volatility is a = 0.2. (a) Calculate the expected risk free payoff of a 6 month call with strike price 17. (b) Calculate the cost of such a call. (c) Calculate the cost of a 6 month put with strike price 17. (d) Calculate the price of a derivative that pays S(0.5) - 17| in six months. Hint: Draw a payoff diagram before you do anything else! 9.2. Assume the Black-Scholes framework. Let S be a stock such that S(0) = 21, the dividend rate is 8 = 0.02, the risk free rate is r = 0.05, and the volatility is a = 0.2. (a) Calculate the expected risk free payoff of a 6 month call with strike price 17. (b) Calculate the cost of such a call. (c) Calculate the cost of a 6 month put with strike price 17. (d) Calculate the price of a derivative that pays S(0.5) - 17| in six months. Hint: Draw a payoff diagram before you do anything else