Question: Question 3 2 pts Suppose AS = 2At + 352AX, where AX ~ NV (0, At). By Ito's lemma, let Af (S, t) ~ AAX

Question 3 2 pts Suppose AS = 2At + 352AX, where AX ~ NV (0, At). By Ito's lemma, let Af (S, t) ~ AAX + BAt . Then what is B? (Hint: Af (S, t) ~ as 2 252 (AS)' + 194 (At)2 + 24 ASAt) as + 2820-f 052 + - of 25-+ 392 0-f + of O . as + - of 25-+ 3530-f of 952 + O None of the above. Question 4 2 pts Suppose S' > Ee "(T-t) and S -> 0, then what is the value of a Call ? O O. OS. O Ee T(T t). O S - Ee (T t) O None of the above

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