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a. Provide an explicit formula for the optimal portfolio under a logarithmic utility. b. Show that w2(t)-t is a martingale. a. Provide an explicit formula

a. Provide an explicit formula for the optimal portfolio under a logarithmic utility. b. Show that w2(t)-t is a martingale. a. Provide an explicit formula for the optimal portfolio under a logarithmic utility. b. Show that w2(t)-t is a martingale

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