Black-Scholes formula if needed, and assume log normal model

11. The current spot price of a stock is $34, the expected rate of return of the stock is 8%, and the volatility of the stock is 20%. The risk-free rate is 3%. Compute the price of a derivative whose payoff in 6 months 1S is 1S .$8 if the stock price in 6 months, S6/12, is below $35, $5 if 35-S6/12-55, and . nothing otherwise