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dS=a(S,t)dt+b(S,t)dX where a and b are given functions of S and t and dX is sampled from a Brownian motion of mean zero and variance

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dS=a(S,t)dt+b(S,t)dX where a and b are given functions of S and t and dX is sampled from a Brownian motion of mean zero and variance dt. (i) Using Ito's Lemma and delta hedging, derive the equation tV+21b2(S,t)S22V+rSSVrV=0 for the fair price of an option V(S,t), where r is a constant risk-free interest rate

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