Question: Exercise 6.2 In the same setting as Exercise 6.1, consider the denominated prices with numeraire S0(t). Obtain the denominated value process {V (t); t =

Exercise 6.2 In the same setting as Exercise 6.1, consider the denominated prices with num´eraire S0(t). Obtain the denominated value process {V ∗(t); t =

0, 1} for each state. Also, verify (6.14).

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