Pricing European option if Stock price follows a normal distribution

Suppose the stock price S obeys a normal (instead of a lognormal) distribution: Sy ~ N(S)e"T, OVT) We'd like to calculate the price of an option which pays max(Sz K,0) at expiry T. The way to do it is to calculate the following expectation value: 1 C = e-IT E[max(S K,0)] : Ter7 --*| max(Syer" +oVx- Tx K,0) et 21 *dx =e="[" (Sje+oVix-x)dx 21 K SoerT Where d = - OVT Your task is to find the option price by solving the above integral