The Black-Scholes-Merton option pricing model assumes that stock price changes are log normally distributed. Show graphically how

Question:

The Black-Scholes-Merton option pricing model assumes that stock price changes are log normally distributed. Show graphically how this changes when an investor is long the stock and long the put?
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...