Do both parts please!

Part D (10 points) 10. (5 points) An asset-or-nothing call pays nothing if the stock price ends up below the strike price and pays the stock price if the stock price ends up above the strike price; in other words, its payoff is Slst>k for some constant K > 0. Answer the following questions assuming a Black-Scholes-Merton economy. a. Compute the time-0 price of this derivative. b. The time-t price of the derivative can be written as a function of time and the stock price, that is, f(t, St). Write down the PDE that f satisfies. Part D (10 points) 10. (5 points) An asset-or-nothing call pays nothing if the stock price ends up below the strike price and pays the stock price if the stock price ends up above the strike price; in other words, its payoff is Slst>k for some constant K > 0. Answer the following questions assuming a Black-Scholes-Merton economy. a. Compute the time-0 price of this derivative. b. The time-t price of the derivative can be written as a function of time and the stock price, that is, f(t, St). Write down the PDE that f satisfies