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Suppose our portfolio is II (S, t) = PE+BS, and if we compare this portfolio with the market as given by investing it in

Suppose our portfolio is II (S, t) = Pe + BS, and if we compare this portfolio with the market as given by investing it in a

Suppose our portfolio is II (S, t) = PE+BS, and if we compare this portfolio with the market as given by investing it in a bank with interest rate r. Assume the coefficient of in the resulting Black-Scholes equation with dividends is (Ar + Bd*) S, then what is the value of B? as

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