Consider a market that has one bond and one stock, with the following price dynamics: dB(t) = B(t)r(t)dt; dS(t) = S(t)|1(t)dt + (t)dW(t)]. Let h(t) = (x(t), y(t)) be the portfolio process in which x(t) and y(t) are the amount of money invested in the bond and stock, respectively. Clearly, the total wealth of the investor at time t, denoted by V(t), should be defined by V(t)(t)y(t) a) Suppose that there is no consumption involved. Would you define a "self-financing" portfolio to be one such that dh(t) 0? Why