For the following three problems, assume dst constants. Letr be the constant interest rate. aStdt + oStdWt, where a R,O > 0 are Suppose r = 1,0 = 2, So = 1. Find the price, at time t = 0, of the European call option with strike K = e expiring at T = 1. You may leave the CDF N() of standard normal in your answer. For the following three problems, assume dst constants. Letr be the constant interest rate. aStdt + oStdWt, where a R,O > 0 are Suppose r = 1,0 = 2, So = 1. Find the price, at time t = 0, of the European call option with strike K = e expiring at T = 1. You may leave the CDF N() of standard normal in your