Suppose the expected return of Security A is 11% and the expected return from Security B is 6%. Both securities are dependent on the price of oil. The volatility of oil is now at a historically low value of 1% however the instantaneous volatility of Security A is 20%. If the risk-free rate is 2%, then under what principle can you determine the instantaneous volatility of Security B? Calculate the volatility of Security B and the market price of risk for each variable. Explain the difference between Risk Neutral Pricing and a Risk-Neutral World.