Use the same technique as given in the lecture to derive the following explicit formula for the European Asset-or-rebate (AOR) call option price -rT N(-d2). - CAOR = SoN(d) Re where the payoff functin f(ST, R) of this option is the same as given in Question #2, and In ** + ir - di and d2 = d - OVT. OVT - = Hint: The the pricethe option is given by C = E[e-rT f(ST, R)] where Sr = Soelr-)T+ONTZ, Z ~ N(0,1). Use the same technique as given in the lecture to derive the following explicit formula for the European Asset-or-rebate (AOR) call option price -rT N(-d2). - CAOR = SoN(d) Re where the payoff functin f(ST, R) of this option is the same as given in Question #2, and In ** + ir - di and d2 = d - OVT. OVT - = Hint: The the pricethe option is given by C = E[e-rT f(ST, R)] where Sr = Soelr-)T+ONTZ, Z ~ N(0,1)