Question: FINANCE practice question Derive the Black-Scholes equations for the put option B. Assume that the stock price Ks follows the process: dKs = 6K ds

FINANCE practice question Derive the Black-Scholes equations for the put option B. Assume that the stock price Ks follows the process: dKs = 6K ds + aK.dY. where s is time, Y, is the Brownian motion, a & bare constants. Denote by B the corresponding put option with strike price R and maturity L. Denote the constant riskless interest rate by c. PLEASE SOLVE STEP BY STEP. DO NOT CHANGE NOTATION

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