Consider a derivative whose payoff at expiration is s 2 t + 1 if st < 100 and s 2 t + st − 100 if st ≥ 100. assuming the volatility is σ, the riskfree rate r, and the spot price s0, compute the price of this derivative today. hint: write the derivative as 3 derivatives (a power option, an option and a digital option) and price each separately.