Let 2 be a contingent claim in this model. Select all correct answers. A trading strategy o = (40), with Q1 = (3.,a) is self-financing if Br+1B, + 0 +15,B,B,+ a, S. 02 is called replicable if there exists an arbitrary trading strategy o such that V2(0) = 02. 02 is replicable in the binomial model as all contingent claims are replicable (by a theorem in the notes). An arbitrage opportunity is a trading strategy o with Vo(o) = 0, V1()20 and P[Vr(Q) > 0) > 0. 02 is called replicable if there exists a self financing trading strategy o with V() = 0 such that V2() = 02. 02 is replicable since it is a combination of call and put options, which are replicable in all models. I don't want to answer this question. Let 2 be a contingent claim in this model. Select all correct answers. A trading strategy o = (40), with Q1 = (3.,a) is self-financing if Br+1B, + 0 +15,B,B,+ a, S. 02 is called replicable if there exists an arbitrary trading strategy o such that V2(0) = 02. 02 is replicable in the binomial model as all contingent claims are replicable (by a theorem in the notes). An arbitrage opportunity is a trading strategy o with Vo(o) = 0, V1()20 and P[Vr(Q) > 0) > 0. 02 is called replicable if there exists a self financing trading strategy o with V() = 0 such that V2() = 02. 02 is replicable since it is a combination of call and put options, which are replicable in all models. I don't want to answer this