Determine the PDE of option V(t), payoff listed below. This quadratic European option pays at maturity the difference between stock price S and strike price K squared. Take interest rate r to be constant. (e.g. 1%). The payoff of the option is given by V(T)=(S(T)-K)² with S(T) stock price at maturity and K strike price. Please express the PDE, boundary conditions and tell me how to hedge this option.