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A2. Consider the standard Black-Scholes model. For the following contingent claim Y. find the arbitrage free price at any time te 10,T]. Then find the

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A2. Consider the standard Black-Scholes model. For the following contingent claim Y. find the arbitrage free price at any time te 10,T]. Then find the replicating portfolio h=(,hs) for Y. (i) Y = 5" sodu. (ii) Y = In(ST)118 0 is a constant. = A2. Consider the standard Black-Scholes model. For the following contingent claim Y. find the arbitrage free price at any time te 10,T]. Then find the replicating portfolio h=(,hs) for Y. (i) Y = 5" sodu. (ii) Y = In(ST)118 0 is a constant. =

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