In this question, let x, y, z = {0, 1, 2, ...,8,9} be given by T 3 y = 7 4 (X1)ezo is an Ornstein-Uhlenbeck process satisfying dX, = -aX_dt + odW. where a = 0.2 x (x+1), o = 0.1 +0.02 x y, X, = z%, (W)>is a standard Brow nian motion Consider a financial derivative D with a single payoff at time T = 2 given by 2, X 5% Calculate the expected payoff of derivative D. In this question, let x, y, z = {0, 1, 2, ...,8,9} be given by T 3 y = 7 4 (X1)ezo is an Ornstein-Uhlenbeck process satisfying dX, = -aX_dt + odW. where a = 0.2 x (x+1), o = 0.1 +0.02 x y, X, = z%, (W)>is a standard Brow nian motion Consider a financial derivative D with a single payoff at time T = 2 given by 2, X 5% Calculate the expected payoff of derivative D