E[V]&=&\int_{\mathbf{R}}\exp(M|x|)\frac{1}{\sqrt{2\pi t}}\exp(-\frac{x^2}{2t})dx+1\\
&\leq&2\int_{\mathbf{R}}\exp(Mx)\frac{1}{\sqrt{2\pi t}}\exp(-\frac{x^2}{2t})dx +1\\
&=&\exp\bigg(\frac{M^2t}{2}\bigg) +1<\infty
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