2. Using your answer to question II and the equations below, solve the pde for the Black-Scholes European call option pricing formula, where K is the exercise price. F(T,S(T)) Max [S(T) K,0] S(T) = S(t)e("{0)(T-1)+C[W (T)-W (1)] = 1 (-) = e 21 2. Using your answer to question II and the equations below, solve the pde for the Black-Scholes European call option pricing formula, where K is the exercise price. F(T,S(T)) Max [S(T) K,0] S(T) = S(t)e("{0)(T-1)+C[W (T)-W (1)] = 1 (-) = e 21