4. Suppose that an asset Sy is such that dst = u Sidt + o SidWt, where W is a standard P-Brownian motion. Let r denote the risk free interest rate. The price of a riskless asset (e.g cash bond) follows dB4 = r Bidt. Write pt := (m, n) for a portfolio consisting of my units of B, and ne units of S, at time t. For each of the following choices of nt, find me so that the portfolio 4 is self-financing i) nt = 1 4. Suppose that an asset Sy is such that dst = u Sidt + o SidWt, where W is a standard P-Brownian motion. Let r denote the risk free interest rate. The price of a riskless asset (e.g cash bond) follows dB4 = r Bidt. Write pt := (m, n) for a portfolio consisting of my units of B, and ne units of S, at time t. For each of the following choices of nt, find me so that the portfolio 4 is self-financing i) nt = 1