The process of a traded security price is described as follows: dS=[(S,t)q]Sdt+(S,t)Sdz where (S,t) and (S,t) are the time-varying instantaneous expected return and volatility, q is the constant dividend yield. The risk-free rate, r, in the economy is constant. Please derive the Black-Scholes fundamental Partial Differential Equation (PDE) satisfied by a derivative security written on this asset. What is the special feature of the PDE which leads to the Black-Scholes risk neutral valuation? How is the Black-Scholes risk neutral valuation implemented