Hey, I need help with this derivation regarding Black-Scholes. I attached a pic of the reference derivation below.

Evaluating the call option integral The call option price can be written: C(St, t, T) = e-ra(T-t) o p (ST) max (ST - K, 0) dST = e-ra(T-t) JK p (ST) (ST - K) dST = e-ra(T-t) P(ST) SrdST - K K p (ST) dST = e-ra(T-t) Stem(T-t) N(di) - KN(d2) where d1 = In [Stem(T-t) / K] + 02 (T- t) /2] OVT -t and d2 = d1-ovT -t Lecture 5 - Derivatives III: R. J. Hawkins Econ 136: Financial Economics 21/ 281. In our derivation of the BlackScholes equation we used the result that N(:z:) +N($) = 1 Where N (:6) is the cumulative normal distribution function Ne) = fpowy. 00 Show that this is true for the standard normal distribution 1 My) = m _2 ray/2