Exercise 9.3 Consider the scalar model in Section 9.2 and a fixed claim EXT}. Choose an arbitraryr market price of risk of the form sit, x) and define the pricing function (t, it) as the solution to the corresponding pricing PDE Ass ume that the volatility function 554; II x) is nonzero. We now expect the market {3, G} to be complete. Show that this is indeed the case, i.e. show that ever}.F simple claim of the form o{XT} can be replicated by a portfolio based on B and G