Assume that the price of currency A expressed in terms of the price of currency B follows
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Assume that the price of currency A expressed in terms of the price of currency B follows the process dS=(rB-FA)Sdt+oS dz, where r is the risk-free interest rate in currency A and B is the risk-free interest rate in currency B. What is the process followed by the price of currency B expressed in terms of currency A?
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