Please answer question #6 (six) and write legibly. Theorem 11.3.2 is attached below the question

5. A cash-or-nothing call option pays a constant amount A if ST K and pays nothing otherwise. Use Theorem 11.3.2 to show that the value of the option at time t is 6. An asset-or-nothing call option pays the amount Sr if ST > K and zero otherwise. Use Theorem 11.3.2 to show that the value of the option at time t is Use this result together with that of Exercise 5 to show that in the BSM model a portfolio long in an asset-or-nothing call and short in a cash-or- nothing call with cash K has the same time-t value as a standard call option. Theorem 11.3.2. Given a Buropean claim with payoff f(ST), there exists a self-financing replicating strategy for the claim with value process (11.10) Vi=u(t, St), 0 K and zero otherwise. Use Theorem 11.3.2 to show that the value of the option at time t is Use this result together with that of Exercise 5 to show that in the BSM model a portfolio long in an asset-or-nothing call and short in a cash-or- nothing call with cash K has the same time-t value as a standard call option. Theorem 11.3.2. Given a Buropean claim with payoff f(ST), there exists a self-financing replicating strategy for the claim with value process (11.10) Vi=u(t, St), 0