(ii) Market price of risk and numraire: Consider a market setting with one stock St, one T-maturity bond B] and one riskfree asset S. Suppose that the T-maturity zero-coupon bond, BF = 1, is your numraire. The ELMM relative to this numraire is such that V[/B] is a (local) martingale. Identify the density process of the corresponding (local) martingale measure and show that the price of risk relative to the T-maturity bond-numraire is given by 0(t, T) = 04-0B(t, T) where 64 is the price of risk relative to the money market numraire and oB(t, T) is the volatility of the zero-coupon bond with maturity T