Show that when w = h/g and h and g are each dependent on n Wiener processes,
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Show that when w = h/g and h and g are each dependent on n Wiener processes, the ith component of the volatility of w is the ith component of the volatility of h minus the ith component of the volatility of g. Use this to prove the result that if σUis the volatility of U and σVis the volatility of V then the volatility of U/V is
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Ισ + σ,-2ρσυσ
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