You are given the following values for two particular stocks with price S1 and S2 and the money market account:. i) Fit the following model: SdSMdMS2dS2=rdt+1dW1=rdt=rdt+2dW2 where W1 and W2 are two dependent Brownian motions in the risk-neutral measure. ii) What is Cov[dW1dW2] ? iii) Why is the data given in the table above not realistic (many answers are allowed)? You are given the following values for two particular stocks with price S1 and S2 and the money market account:. i) Fit the following model: SdSMdMS2dS2=rdt+1dW1=rdt=rdt+2dW2 where W1 and W2 are two dependent Brownian motions in the risk-neutral measure. ii) What is Cov[dW1dW2] ? iii) Why is the data given in the table above not realistic (many answers are allowed)