Consider a market (Xo(t), X(t)) dXo(t)-(t)dt ; R2 where Xo(0)-1 > 0 constant) . Find the price EQl(T)F] of the European T-claim F(u) B(T,) onding replicating portfolio (t)-(60(t),6, (t)) in the following cases a) dX, (t)-eXi (jdt + , (t)dB(t); , constants, b) dXi(t) - cdB(t) cf0 constant c) dX, (t)-aX, (t)dt+ dB(t) ; , constants, 0. 0 Consider a market (Xo(t), X(t)) dXo(t)-(t)dt ; R2 where Xo(0)-1 > 0 constant) . Find the price EQl(T)F] of the European T-claim F(u) B(T,) onding replicating portfolio (t)-(60(t),6, (t)) in the following cases a) dX, (t)-eXi (jdt + , (t)dB(t); , constants, b) dXi(t) - cdB(t) cf0 constant c) dX, (t)-aX, (t)dt+ dB(t) ; , constants, 0. 0