Suppose that S1 follows equation (20.26) with = 0. Consider an asset that follows the process

Suppose that S1 follows equation (20.26) with δ = 0. Consider an asset that follows the process dS2 = α2S2 dt − σ2S2 dZ Show that (α1 − r)/σ1=−(α2 − r)/σ2. S1 and S2 that eliminates risk.)