Question: Really having trouble with this homework question. Doing this in my Math of finance class and I get messed up on the derivatives and integrals.

 Really having trouble with this homework question. Doing this in my Really having trouble with this homework question. Doing this in my Math of finance class and I get messed up on the derivatives and integrals. If someone could please help step me through this problem and explain the steps as you go I would really appreciate it. Thank you.

Derive the Black-Scholes formula for a European put option with strike price K : V=KeT(d2)S0(d1) where d1 and d2 are defined as d1=Tln(S0/K)+(r+22)Td2=Tln(S0/K)+(r22)T

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