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5. Let A(t) be the value of a risk-free asset at time t and S(t) be the value of a risky asset at time t.

5. Let A(t) be the value of a risk-free asset at time t and S(t) be the value of a risky asset at time t. Additionally let A(0) = 100, A(1) = 102, S(0) = 10 and S(1) = 12 with probability p 8 with probability 1 - p where 0

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