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Suppose that S is the price process of an asset in a standard BlackScholes model, with r as the constant rate of interest, and fix

Suppose that S is the price process of an asset in a standard BlackScholes model, with r as the constant rate of interest, and fix a contingent T-claim (S(T)). We know that this claim can be replicated by a portfolio based on the money account B, and on the underlying asset S. Show that it is also possible to find a replicating portfolio, based on the money account and on futures contracts for S(T ).

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