6. Assume V has a log-normal distribution and In(V) has a standard deviation of w. Prove the following E(K-V)* = KN(-d.) - E(V)N(-dz) Then prove the Black Sholes Merton formula for an European put option. Write the details of your proof. 6. Assume V has a log-normal distribution and In(V) has a standard deviation of w. Prove the following E(K-V)* = KN(-d.) - E(V)N(-dz) Then prove the Black Sholes Merton formula for an European put option. Write the details of your proof