the . which cument Consider Standard Black-Scholes model in stock S has volatility of the value of stock in 12, and the interest rate ii 1%. (i) Determine the arbitrage - free price at tine o of a contract which pays the holder the amount S (T) at T, where T= 6 months from now. ( Chanes of the stock be held intially (at tineo) in a replicating porthuo? What amount should be held initially in the bank account? (ii) How mana de held the . which cument Consider Standard Black-Scholes model in stock S has volatility of the value of stock in 12, and the interest rate ii 1%. (i) Determine the arbitrage - free price at tine o of a contract which pays the holder the amount S (T) at T, where T= 6 months from now. ( Chanes of the stock be held intially (at tineo) in a replicating porthuo? What amount should be held initially in the bank account? (ii) How mana de held