Assuming that the stock price satisfies equation (20.20), verify that Ker(Tt) + S(t)e(Tt) satisfies the Black-Scholes equation,

Assuming that the stock price satisfies equation (20.20), verify that Ke−r(T−t) + S(t)e−δ(T−t) satisfies the Black-Scholes equation, where K is a constant. What is the boundary condition for which this is a solution? Discuss.