# Question: Suppose that S1 follows equation 20 26 with 0

Suppose that S1 follows equation (20.26) with Î´ = 0. Consider an asset that follows the process dS2 = Î±2S2 dt âˆ’ Ïƒ2S2 dZ Show that (Î±1 âˆ’ r)/Ïƒ1=âˆ’(Î±2 âˆ’ r)/Ïƒ2. S1 and S2 that eliminates risk.)

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