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(-d2) 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(-d2) Then prove the Black Sholes Merton formula for an European put option. Write the details of your proof