please do 2.2

2.1. In the model SUU (2) = 75 A(2) = 1.21 SU (1) = 60 A(1) = 1.1 = SUM (2) = 65 A(2) = 1.21 S(0) = 50 A(0) = 1 SUD (2) = 50 A(2) = 1.21 = SDU (2) = 45 A(2) = 1.21 SD(1) = 40 A(1) = 1.1 SDP(2) = 35 A(2) = 1.21 give the value process associated with the trading strategy (e(t), y(t))t=1,2 where (c(1),y(1)) = (10,500), (2U (2), y' (2)) = (15.5, 200), (2D(2), yP(2)) = (-1,900), and decide whether or not this strategy is self-financing. 2.2. Given the predictable sequence x(1) = 30, 2" (2) = 40, (2) = 20 of share holdings, find a predictable sequence (y(t))t=1,2 of bond holdings in the model in Exercise 2.1 so that (u(t), y(t))+=1,2 is a self-financing strategy with initial value V(0) = 2000. 2.1. In the model SUU (2) = 75 A(2) = 1.21 SU (1) = 60 A(1) = 1.1 = SUM (2) = 65 A(2) = 1.21 S(0) = 50 A(0) = 1 SUD (2) = 50 A(2) = 1.21 = SDU (2) = 45 A(2) = 1.21 SD(1) = 40 A(1) = 1.1 SDP(2) = 35 A(2) = 1.21 give the value process associated with the trading strategy (e(t), y(t))t=1,2 where (c(1),y(1)) = (10,500), (2U (2), y' (2)) = (15.5, 200), (2D(2), yP(2)) = (-1,900), and decide whether or not this strategy is self-financing. 2.2. Given the predictable sequence x(1) = 30, 2" (2) = 40, (2) = 20 of share holdings, find a predictable sequence (y(t))t=1,2 of bond holdings in the model in Exercise 2.1 so that (u(t), y(t))+=1,2 is a self-financing strategy with initial value V(0) = 2000