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If a stock price in a risk-neutral world follows the SDE dS=rSdt+SdB, then use Ito's lemma to show that the price process relative to riskless

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If a stock price in a risk-neutral world follows the SDE dS=rSdt+SdB, then use Ito's lemma to show that the price process relative to riskless bond Rb(t), (i.e the process Y(t)=S(t)/Rb(t)), has zero drift in the risk-neutral world

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