$($b$)C_T$ is the payoff from a derivative at $T$ on an underlying non$-$dividend paying stock $S_t$ following Geometric Brownian Motion. Let $V_t$ be the value at $t$ of a portfolio consisting of ${}_t$ stocks and ${}_t$ cash bonds with price $B_t.$ Show how $V_t$ can be constructed so that

$d\frac{V_t}{B_t}={}_{t}d\frac{S_t}{B_t}$