Let $E ^ { * } ( . )$ Denote Risk-Neutral Expectations in the Black-Scholes Setting

Let $E ^ { * } ( . )$ denote risk-neutral expectations in the Black-Scholes setting. Then, the Black-Scholes formula may calculated by taking the following expectation:

A) $e ^ { - r T } E ^ { * } \left[ S _ { T } - K \right] N \left( d _ { 2 } \right)$
B) $e ^ { - r T } E ^ { *} \left[ S _ { T } - K \right] N \left( d _ { 1 } \right)$
C) $e ^ { - r T } E ^ { * } \left[ \max \left( 0 , S _ { T } \right) \right] - K$ .
D) $e ^ { - r T } E ^ { * } \left[ \max \left( 0 , S _ { T } - K \right) \right]$ .

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