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If you assume that a stock price S t follows a geometric Wiener process. Explain how to use the stock S t and a European

If you assume that a stock price St follows a geometric Wiener process. Explain how to use the stock St and a European call option C(St, t) on the underlying stock to set up an instantaneously risk-free portfolio. In addition, please briefly explain how to use this to derive the relationship between the underlying stock price and the option price.

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