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4. (a) Given a portfolio II V(S,... Sc.t) - - 48. where S are assets with respective volatilities o, and correlations Pij, derive a Black-

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4. (a) Given a portfolio II V(S,... Sc.t) - - 48. where S are assets with respective volatilities o, and correlations Pij, derive a Black- Scholes type formula for the payoff V of a multi-asset option

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