1. Given a simple Black-Scholes capital market, i.e., a riskless bond and a risky stock, and the equations below, derive the Black-Scholes partial differential equation. dS(t) = a S(t)dt +oS(t)dW (t) di(t) = Qq II(t)dt +O II(t)dW (t) F,+ aS Fs +10?S?FSS F oSFS F 1. Given a simple Black-Scholes capital market, i.e., a riskless bond and a risky stock, and the equations below, derive the Black-Scholes partial differential equation. dS(t) = a S(t)dt +oS(t)dW (t) di(t) = Qq II(t)dt +O II(t)dW (t) F,+ aS Fs +10?S?FSS F oSFS F