Exercise 9.8 Consider a self-financing Markovian portfolio (in continuous time) containing various derivatives of the single underlying asset in the Black-Scholes model. Denote the value (pricing function) of the portfolio by P(t, s). Show that the following relation must hold between the various greeks of P. 1 Op+rsAp+=02p = rP. Exercise 9.8 Consider a self-financing Markovian portfolio (in continuous time) containing various derivatives of the single underlying asset in the Black-Scholes model. Denote the value (pricing function) of the portfolio by P(t, s). Show that the following relation must hold between the various greeks of P. 1 Op+rsAp+=02p = rP