Pt Discrete return (percentage returns) is defined as rt = 1 and compounded Ptl return (log return) is defined as Rt 2 Ln PPt . Then, Rt 2 Ln(1 + rt) and \"rt 2 t1 exp(Rt) 1. Based on the above definition, prove the following equation. T 1 r2 Rt t=1 exp = [(1 + r1)(1 + r2) (1 + rt)]%