# Question

Suppose that the processes for S1 and S2 are given by these two equations:

dS1= α1S1dt + σ1S1dZ1

dS2 = α2S2dt + σ2S2dZ2

dQ = αQQdt + Q_ η1dZ1+ η2dZ2

Show that, to avoid arbitrage,

dS1= α1S1dt + σ1S1dZ1

dS2 = α2S2dt + σ2S2dZ2

dQ = αQQdt + Q_ η1dZ1+ η2dZ2

Show that, to avoid arbitrage,

## Answer to relevant Questions

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