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4. (4) Prove the following future - forward relationship: E0Q[ST]E0QT[ST]=CovQ(ST,BT1), Where Q stands for the risk-neutral measure and BT is the saving account with 0

4. (4) Prove the following future - forward relationship: E0Q[ST]E0QT[ST]=CovQ(ST,BT1), Where Q stands for the risk-neutral measure and BT is the saving account with 0 as the reference time

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