Let S, be the price of a stock at time t, with t expressed in years. You are given: (1) The stock's price follows the Black-Scholes framework (ii) The continuously compounded expected annual return on the stock is 5%. (111) The annual volatility of the stock price is 10%. (iv) The stock pays no dividends. (v) S=100 (vi) Risk free rate r = 10% An option will pay at the end of one year (1) (11) (111) if S 5100 20+2S, if 100