Black-Scholes-Merton option pricing model

1 .SSThe Black-Scholes-Merton option pricing model assumes the stock price changes are lognormally distributed. Show graphically how this distribution changes when an investor is long the stock and short the call
2 .The Black-Scholes-Merton option pricing model assumes the stock price changes are lognormally distributed. Show graphically how this distribution changes when an investor is long the stock and long the put