Let the risky asset follow the process which solves the SDE: St $=$ S$0$eBt$+($r $22)$t dSt St $=$rdt$+$ dBt t $[0$T$]$ and let the riskless asset be At $=$ A$0$ert with r $>0.($a$)(30$ points$)$ Compute the arbitrage price at time t $[0$T$]$ of a contingent claim with payo ST $2$: C$($tSt$)=$ e r$($T t$)$E$[$ST $2$ Ft$]($b$)(20$ points$)$ Determine the hedging strategy: compute the quantity t of risky asset held at time t to hedge the claim ST $2.$