Consider an arbitrage-free N-period binomial model with parameters u,d,r, and S0. And (X0,(n)n=0N1) a trading strategy in the model. Let {Xn}n=0N be the wealth process for this strategy. Let (X~0,(n)n=0N1) be another trading strategy in the model, with X0=X0+a (but the same 's). Show that the wealth process for this strategy satisfies Xn=Xn+(1+r)na