We have dSt = rdt +odZ+, Z is a sBM under Q St Find an expression for Et [dC(S, t)] A EP [ac(S, t)] = Cols Css(S, t) + rSCs(S, t)) dt B EP [ac(S, t)] = Co's2Css(S, t) + TC's(S, t) + Ct(S, t)) dt C Ep [ac(S, t)] = CozCss(S, t) + rSCs(S, t) + Ct(S, t) ) dt D EP [ac(S, t)] = Co's2Css(S, t) + USC's(S, t) + Ct(S, t)) dt E EP [dC(S, t)] = Co's?Css(S, t) + rSCs(S, t) + Ct(S, t) ) dt