Question IV: Consider a risky asset X satisfying the following SDE: dX, = uX;dt +oXdW4. The process B = {B= e-rt:t> 0} corresponds to the discounting factor. Find the SDE satisfied by the discounted risky asset, Y = 8x. Hint for Question IV: Sometimes, models include more than one source of uncertainty, e.g., more than one Brownian motion per asset. Also, models could include more than one asset. In these cases, one could use a multidimensional extension of Ito's lemma. dx/" K}" ct + HCMWIND dr(x"..,) (XI"... , 1)dx+