5. Consider a Black-Scholes model for cash and one stock: = So(t) ert and Si(t) Si(0) exp ((6 - 02/2)t +oW+) where , b, o are constants and (W+) a Brownian motion. Let A and B be constants such that 0 To: Si(t) = B}, then sell (a) Write down expressions for po(t) and i(t). (b) Write down expressions for Vo(t) and Vo(t). (c) Show mathematically that the strategy is self-financing. (d) I'd prefer an outcome with V (Ts) > 0. Express this condition in terms of the difference Ts To. my share. 5. Consider a Black-Scholes model for cash and one stock: = So(t) ert and Si(t) Si(0) exp ((6 - 02/2)t +oW+) where , b, o are constants and (W+) a Brownian motion. Let A and B be constants such that 0 To: Si(t) = B}, then sell (a) Write down expressions for po(t) and i(t). (b) Write down expressions for Vo(t) and Vo(t). (c) Show mathematically that the strategy is self-financing. (d) I'd prefer an outcome with V (Ts) > 0. Express this condition in terms of the difference Ts To. my share