Suppose an Australian dollar (AUD) of an asset is given by dSt=1Stdt+1StdBt(1) and the Hong Kong Dollar (HKD) cost of $1 AUD at time t is Et, where dEt=2Etdt+2EtdBt(2) Here {Bt(1)}t0 and {Bt(2)}t0 are P-Brownian motions with E[(Bt(1)Bs(1))(Bt(2)Bs(2))]=(ts) for some positive constant . Assume the risk-free rate in Australia is r and s in Hong Kong. For what parameters are the discounted asset prices martingales in each market? Tick all that is applicable. a. 2r=0 in the Australian market b. 1+2+12=0 in the Hong Kong Market c. 1r=0 in the Australian market d. 1+2+12s=0 in the Hong Kong Market Suppose an Australian dollar (AUD) of an asset is given by dSt=1Stdt+1StdBt(1) and the Hong Kong Dollar (HKD) cost of $1 AUD at time t is Et, where dEt=2Etdt+2EtdBt(2) Here {Bt(1)}t0 and {Bt(2)}t0 are P-Brownian motions with E[(Bt(1)Bs(1))(Bt(2)Bs(2))]=(ts) for some positive constant . Assume the risk-free rate in Australia is r and s in Hong Kong. For what parameters are the discounted asset prices martingales in each market? Tick all that is applicable. a. 2r=0 in the Australian market b. 1+2+12=0 in the Hong Kong Market c. 1r=0 in the Australian market d. 1+2+12s=0 in the Hong Kong Market