2. Suppose that 9 = (9t)20 is the price process of a tradable asset, A = (A,)Do is the price process of a numeraire asset, and B = (et),20 is the price process of the bank account. Moreover, assume that g and A satisfy the SDE dgt = gt (r dt + of dWB) dAt = At (r dt + of dwp ) where (09, 04) = (of, of ) 20 are given stochastic processes, and WB = (WB) > is a QB-Brownian motion. (a) (3) Determine the SDE which f = (9t/ At)to satisfies.() (2) Suppose that dWf = -didt + dWP where WA = (WA)is is a Of-Brownian motion. De termine what is A = ():)20 without using Girsanov's Theorem - Hint: use the martingale condition