Problem Assume that a non-dividend-paying stock has an expected return of and a volatility of o. A financial institution plans to offer a derivative that pays off a dollar amount equal to Sat time T where S is the stock price at time T. Assume no dividends. Defining other variables as necessary use risk-neutral valuation to calculate the price of the derivative at time zero. (Hint: E[(S)] = var(S) +[E(S)])