I have so far $$M(t) = E(e^{tX^2}) = \int_{-\infty}^\infty e^{tx^2} \frac{1}{\sqrt{2\pi} \sigma} \exp \left[ \frac{-x^2}{2\sigma^2} \right ] \ dx = \int_{-\infty}^\infty \frac{1}{\sqrt{2\pi}\sigma} \exp \left [ \frac{-x^2(1-t)}{2\sigma^2} \right ] \ dx$$
I've tried numerous substitutions and playing around but with no luck. There is a hint to use the fact that the integral of any density of a normal dist. is $1$.
Any help please
edit: answer should be $$ M(t) = (1-2\sigma^2 t)^{-1/2}$$
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