Question: Complete Not graded Consider the general BS model with two stocks whose SDEs are as follows : d5) = d5) (u di + oldW/ ),

Complete Not graded Consider the general BS model with two stocks whose SDEs are as follows : d5) = d5) (u di + oldW/ ), ds; = $;(0.2dt - 0.3(odw) + (1 - paw?)) where and are independent Brownian motion processes S = 120 and Ipl
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