14. For the stock price process ds = uSdt+oSdz where dz is the Weiner process, u is the expected rate of return on the stock and o is the volatility of the stock price; suppose fis the price of a derivative that is contingent on S; the Black-Scholes-Merton differential equation governs all the derivatives that can be defined with S. a) Show the Black-Scholes-Merton differential equation for f b) What is the boundary condition of this equation for a European put option when t=T