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Problem 4 [5 points) Let i be the standard normal distribution function. Show that @(Bv'T t) is a. martingale for U 1: t :1 T

Problem 4 [5 points) Let i be the standard normal distribution function. Show that @(Bv'T t) is a. martingale for U 1: t :1 T using Ito-formula

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