Use risk-neutral valuation to value a derivative at time t that pays off In(ST) at time T, where in is the natural logarithm, St is the price of a non-dividend paying stock at time t, and T is the time at expiration. Express the risk-neutral price of the derivative using the spot price (St), the risk-free rate (r), the stock volatility (0), and time to maturity (T=T-t). Hint: recall that under risk-neutral valuation, the stock price is given by S1 = Ste(r-)7+oVixe where e~ N(0,1) (a) e-"* [S+ + (r )] (b) e-r* [(r )r] (e) e"In(S.) + (r )] (d) e-"* [S, ()] Use risk-neutral valuation to value a derivative at time t that pays off In(ST) at time T, where in is the natural logarithm, St is the price of a non-dividend paying stock at time t, and T is the time at expiration. Express the risk-neutral price of the derivative using the spot price (St), the risk-free rate (r), the stock volatility (0), and time to maturity (T=T-t). Hint: recall that under risk-neutral valuation, the stock price is given by S1 = Ste(r-)7+oVixe where e~ N(0,1) (a) e-"* [S+ + (r )] (b) e-r* [(r )r] (e) e"In(S.) + (r )] (d) e-"* [S, ()]