dSt=Stdt+StdBt where , are constants and {Bt}t0 is a P-Brownian motion. Recall that P is the market measure. Let {mt,0tT} and {nt,0tT} be the number of units held in the cash bond and the number of units held in the stock, respectively. Set =(mt,nt). Let the value of the portfolio at time t be Vt=mtt+ntSt For nt=St, what is the possible value mt so that the portfolio (mt,nt) is self-financing? a. mt=0tSu2dSu0t2Su3du b. mt=0teru[?][?]SudSu0t2[?][?]eru[?][?]Su3du c. mt=0tSu2erudu d. mt=0tSu3du0tSudSu e. any constant dSt=Stdt+StdBt where , are constants and {Bt}t0 is a P-Brownian motion. Recall that P is the market measure. Let {mt,0tT} and {nt,0tT} be the number of units held in the cash bond and the number of units held in the stock, respectively. Set =(mt,nt). Let the value of the portfolio at time t be Vt=mtt+ntSt For nt=St, what is the possible value mt so that the portfolio (mt,nt) is self-financing? a. mt=0tSu2dSu0t2Su3du b. mt=0teru[?][?]SudSu0t2[?][?]eru[?][?]Su3du c. mt=0tSu2erudu d. mt=0tSu3du0tSudSu e. any constant