I guess this is more of a math problem, but it's part of my financal class so I wasn't sure which subject to put it under. I have also provided a note/hint that I made with assistance from the professor in regards to how to tackle the question.

- Problem 2 (10 points) Derive the Black-Scholes formula for a European put option with strike price K: where d and d2 are defined as d V = Ke-To(-d) - Soo(-d) = In(So/K) + (r + 2)T OVT d = In(So/K) + (r-)T

Derive the Black-Scholes formula for a European put option with strike price K : V=KeT(d2)S0(d1) where d1 and d2 are defined as d1=Tln(S0/K)+(r+22)Td2=Tln(S0/K)+(r22)T