On April 21, 2020, future prices for WTI crude oil went negative. This was a surprise to many traders, but not to CME, which had anticipated the possibility. Earlier that month, they had prepared to price options using the Bachelier model (c. 1900) that is based on arithmetic Brownian motion, not geometric Brownian motion. Question 4(a) 0.0/3.0 points (graded) Suppose an asset's price follows dS = dt + dB. Find the analog of the Black-Scholes equation that is satisfied by derivatives on that asset. Express your answer as t + Ba + Cov as + DV = 0. Fill in appropriate functions for B, C, and D below, in terms of mu for , sigma for , r, V, S, and t, as needed. av + at