6. You are given: The Black-Scholes framework holds. The non-dividend paying underlying stock is selling for x > 0 at time t. The drift rate of the stock is per annum. The volatility rate of the stock is o > 0 per annum. The interest rate is r per annum with continuous compounding. The standard normal distribution is N(z) = Live-y dy. 3 Consider a European option maturing at T written on the stock with the payoff function 0, S 0 at time t. The drift rate of the stock is per annum. The volatility rate of the stock is o > 0 per annum. The interest rate is r per annum with continuous compounding. The standard normal distribution is N(z) = Live-y dy. 3 Consider a European option maturing at T written on the stock with the payoff function 0, S