An option V(S₁,S₂,t) depends on two uncorrelated assets and time. S₁ is a stock and follows a lognormal random walk with drift ₁ and volatility ₁. S₂ is a government bond and follows dS₂ = (2 - S)dt + ₂S²dX. Derive the partial differential equation that would be the Black Scholes equivalent for this option.