Suppose V∗ is a self-financing wealth process with risky asset price S∗ =

S1/S2 and money market price R∗ = 1, meaning dV∗

V∗ = π∗ dS∗

S∗ + (1−π∗

)

dR∗

R∗

for some π∗. Define V = S2V∗. Show that V is a self-financing wealth process with risky asset prices S1 and S2 and no money market account.