a) Consider for R,>0 the partial differential equation tf+xxd+212x2x22ff(T,x)=0=ln(x) Find for t0,x>0 the solution f(t,x) by applying the Feynman-Kac theorem. b) Assume a Black-Scholes model with R,r>0,S0>0,>0 and consider a Europeanstyle financial derivative with payoff (ST). Determine all possible choices R such that Sta is the price of the derivative at time t0 the partial differential equation tf+xxd+212x2x22ff(T,x)=0=ln(x) Find for t0,x>0 the solution f(t,x) by applying the Feynman-Kac theorem. b) Assume a Black-Scholes model with R,r>0,S0>0,>0 and consider a Europeanstyle financial derivative with payoff (ST). Determine all possible choices R such that Sta is the price of the derivative at time t