Question: Consider an even simpler model than what we had in class. We have one Brownian motion (and as always the filtration is the filtration generated

Consider an even simpler model than what we had in class. We have one Brownian motion (and as always the filtration is the filtration generated by this Brownian), and we have our usual money-market fund and a risky stock. The two have price processes: dBt = r Bt dt dSt = dt dW

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