dr(t)=(bar(t))dtr(t)dW1(t) and tha Hlack-schules-Merturn motel for a stixck S dS(t)=r(t)s(t)t+S(t)dW2(t) P(T,U) un the price as lime T uf the risk-frue [i-band, and lul C(T)=g(S(T),P(T,U)) bu is claim whose papolt is a function g of the stock value S(T) and of P(I,U). vilere I is the maturity of the pavorf C(T) and UT. Which of the following statrment is trun ahout the cle model? It's not a mean reversion procees and the inter est fate can be nequtive dr(t)=(bar(t))dtr(t)dW1(t) and tha Hlack-schules-Merturn motel for a stixck S dS(t)=r(t)s(t)t+S(t)dW2(t) P(T,U) un the price as lime T uf the risk-frue [i-band, and lul C(T)=g(S(T),P(T,U)) bu is claim whose papolt is a function g of the stock value S(T) and of P(I,U). vilere I is the maturity of the pavorf C(T) and UT. Which of the following statrment is trun ahout the cle model? It's not a mean reversion procees and the inter est fate can be nequtive