Show that when w=h/g and h and g are each dependent on n Wiener processes, the ith

Question:

Show that when w=h/g and h and g are each dependent on n Wiener processes, the ith component of the volatility of w is the ith component of the volatility of h minus the ith component of the volatility of g. (Hint: Start by using equation (13A.11) to get the processes for In f and Ing.) P-987

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