Question: b ) Show that under ? b a r ( p ) , the discounted self - financing portion { ( 1 + r )

b) Show that under ?bar(p), the discounted self-financing portion
{(1+r)-(n+1)xn+1}n=0N in the context of
BOPM
b) Show that under ?bar(p), the discounted self-financing portiono
{(1+r)-(n+1)xn+1}n=0N. Justify your response with suitable workings.
[7 marks]
 b) Show that under ?bar(p), the discounted self-financing portion {(1+r)-(n+1)xn+1}n=0N in

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