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Suppose that interest is continuously compounded with a rate that is changing in time. Let r(s) denote the risk free interest rate at time s

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Suppose that interest is continuously compounded with a rate that is changing in time. Let r(s) denote the risk free interest rate at time s 2 0. Find the present value function P(t) = exp{ jot r(s)ds} if the risk free rate evolves according to T1 + 3T2 \"5) = W' where 7'1 and 7'2 are given positive constants

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