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Warmup I (10 points) Suppose we have our usual simple setup of one Brownian motion (with the filtration being the filtration generated by it), and

Warmup I (10 points) Suppose we have our usual simple setup of one Brownian motion (with the filtration being the filtration generated by it), and our usual money-market fund and a risky stock. Suppose the price processes are dBt = rtBt dt dSt = rtSt dt t dW

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