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Let n2n2 be a natural number. Consider an arbitrage-free one-period market model (,F,P,,S)(,F,P,,S) where has nn elements and there are n1n1 risky assets and one
Let n2n2 be a natural number. Consider an arbitrage-free one-period market model (,F,P,,S)(,F,P,,S) where has nn elements and there are n1n1 risky assets and one risk-free asset. Then there is a unique risk-neutral probability measure equivalent to PP.
Select one:
True
False
Letn > 2 be a natural number. Consider an arbitrage-free one-period market model (12,F,P,.,S) where N has n elements and there are n-1 risky assets and one risk-free asset. Then there is a unique risk-neutral probability measure equivalent to P. Select one: O True O FalseStep by Step Solution
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