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(8) The Black-Scholes equation for the value of an option V(S, t), where S is the value of the underlying asset and t is time, can be transformed into the diffusion equation for a new variable u(r, 7) using S = Eel, t = T -21/02, k = 2r/o and (k - 1) I (k + 1) T V = Eu (x, T) exp 2 where r is the risk-free interest rate, o is the volatility, E is the strike price, and T is the expiry date. The diffusion equation has the solution u(I, T) = 2VTT uo (s) exp 4T (x - s)2 ds. Determine, showing all steps, the function uo(s) for a European asset- or-nothing call with the pay-off A(S) = SH(S - E)