Corollary 9.5.2. Normal Properties via Moment Generating Function.
For the Normal variable X,
\begin{equation*}
M(0) = 1
\end{equation*}
\begin{equation*}
M'(0) = \mu
\end{equation*}
\begin{equation*}
M''(0) = \sigma^2 + \mu^2
\end{equation*}