I need help with part b. I was told to plug it into the Black-Scholes P.D.E and see if t satisfies it but I'm unsure how to do this.

3. Verify that the European call option pricing formula satisfies the Black- Scholes PDE (including the boundary condition as t+T). (b) Could S-20/o be the price of some traded asset? 3. Verify that the European call option pricing formula satisfies the Black- Scholes PDE (including the boundary condition as t+T). (b) Could S-20/o be the price of some traded asset