(3 points) Let S(t) be the price of a non-dividend paying share and let dW be an increment of a standard Wiener process. For constants and 0, let the SDE for S(t) be dS = \(u S)dt + odW. Let V (S, t) be the price of a European-style derivative security with the share as the underlying asset. Then, assuming no arbitrage opportunities: for riskless rate r, show that the price V(S,t) satisfies the PDE: av 1 trs at 2 rV = 0. S2 as V + (3 points) Let S(t) be the price of a non-dividend paying share and let dW be an increment of a standard Wiener process. For constants and 0, let the SDE for S(t) be dS = \(u S)dt + odW. Let V (S, t) be the price of a European-style derivative security with the share as the underlying asset. Then, assuming no arbitrage opportunities: for riskless rate r, show that the price V(S,t) satisfies the PDE: av 1 trs at 2 rV = 0. S2 as V +