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1. Consider that under a measure P~, an asset follows the stochastic process St=S0e0.02t+0.2Wt. Solve for the option price V(S,0)=erTE~[STS0=S]. (50 pts)

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1. Consider that under a measure P~, an asset follows the stochastic process St=S0e0.02t+0.2Wt. Solve for the option price V(S,0)=erTE~[STS0=S]. (50 pts)

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