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Hi tutor, i do not know how to solve these two problems. Assume the riskfree bond Bt and the (non-dividend paying) stock St follow the

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Hi tutor, i do not know how to solve these two problems.

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Assume the riskfree bond Bt and the (non-dividend paying) stock St follow the dynamics of the Black 85 Scholes model (with interest rate 7", stock drift ,u and volatility a). (a) Is 8,; loge(St3) the price at time t of a European option? (b) Find the price at time 0 of a European option that pays ST logJSi) at maturity T

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