Please solve number two. if you could show your work and write neatly, I'd be very appreciative. I'm not sure how to derive the formula for the put to set up the integral. Thanks!

-{Ins-lyurto-02 V(S.1) S. e 2017-0 Payoff(y) dy 0/27(T-1) In S - InE+ (r + +(r+)(T-1) di OT- InS - In E +(-)(T-1) d2 = di-oT-1 T-T N(x) D = 0, no dividends 1. Price a call with E = 1 given that r = 0.01,0 = 0.5, T-1 = 1 = 0.125, S = 1.1 2. Set up the integral that you would solve to derive the formula for a put P = V(5,1) using the integral above. -{Ins-lyurto-02 V(S.1) S. e 2017-0 Payoff(y) dy 0/27(T-1) In S - InE+ (r + +(r+)(T-1) di OT- InS - In E +(-)(T-1) d2 = di-oT-1 T-T N(x) D = 0, no dividends 1. Price a call with E = 1 given that r = 0.01,0 = 0.5, T-1 = 1 = 0.125, S = 1.1 2. Set up the integral that you would solve to derive the formula for a put P = V(5,1) using the integral above