For the following three problems, assume ds, = a Side + SAW, where a E Ra > 0 are constants. Letr be the constant interest rate. Problem 4 (10 points). Recall that the payoff of a European put option with strike K at terminal time T is (K - Sr). It is easy to observe that Sr - K = (Sr - K) - (K - Sr) Based on this observation and the Black-Schoes formula, deduce a formula for the price of this put option at time I = 0. Support with reasoning (such as indicating which formula/theorem you are using); a final answer alone will lose at least half credit