please help solve the following problem

1. A derivative security on a stock that follows geometric Brownian motion that has the value at maturity of V (T) = (S(T) - K)2 has a formula for its value at time t given by V (t) = e("to ) (T-+)$2(t) - 2KS(t ) + K2e-r(T-t) Show that this formula satisfies the Black-Scholes-Merton partial dif- ferential equation