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Consider a market (X 0 (t), X 1 (t)) ? R 2 where is a constant. Find the price of the European T-claim and find

Consider a market (X0(t), X1(t)) ? R2 where

image text in transcribed is a constant.

Find the price image text in transcribed of the European T-claim

image text in transcribed

and find the corresponding replicating portfolio ?(t) = (?0(t), ?1(t)) in the following case

image text in transcribed

Response to Comment: I am looking for the the T-claim and the corresponding replicating portfolio

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