Let S be the value of a stock that evolves according to dS=Sdt+SdB. A "cubic contract" has a payoff at expiration of VT=(ST)3. What is the value V0 of the contract at t=0 ? Express your answer in terms of r,T, sigma for , mu for , and S_0 for S0, as needed. Let S be the value of a stock that evolves according to dS=Sdt+SdB. A "cubic contract" has a payoff at expiration of VT=(ST)3. What is the value V0 of the contract at t=0 ? Express your answer in terms of r,T, sigma for , mu for , and S_0 for S0, as needed