Consider a non-dividend paying stock with dynamics St=St(rdt+dWt) for r>0,>0. Find the drift of St under the martingale measure associated to taking St+Bt as a numeraire with Bt=ert. Hint: You can use without proof that after the change of numeraire St is again a geometric Brownian motion with the same volatility. Consider the process Vt=St+BiBi. What do we know about the process (Vt)t0 under the new measure? Consider a non-dividend paying stock with dynamics St=St(rdt+dWt) for r>0,>0. Find the drift of St under the martingale measure associated to taking St+Bt as a numeraire with Bt=ert. Hint: You can use without proof that after the change of numeraire St is again a geometric Brownian motion with the same volatility. Consider the process Vt=St+BiBi. What do we know about the process (Vt)t0 under the new measure