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Please help me with the follow question 6. Consider an arbitrage-free securities market model, in which the risk-free interest rate is constant. There are two

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Please help me with the follow question

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6. Consider an arbitrage-free securities market model, in which the risk-free interest rate is constant. There are two nondividend-paying stocks whose price processes are Si(() = 5(0)01+02209) and S,(0) = $2(0)0.125+0.3209) where Z(t) is a standard Brow- nian motion. Determine the continuously compounded risk-free interest rate

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