Need help with this question. Please note that W denotes a one-dimensional standard Brownian motion

Let S be the price process of an underlying asset and assume that it is a geometric Brownian motion St=S0exp{(r212)t+Wt}. Here r is the risk free interest rate. The price of a financial instrument with payoff X and maturity T is v=E[erTX]. Determine the price of the following financial instruments. These instruments all have maturity T. You may want to express the price in terms of Black-Scholes call option price: BLS_Call(S0,K,r,,T). 1 (a) Straddle: X=STK. (b) Break forwards: X=max{ST,S0erT}