Question: Same question as in 18 when the model is modified as follows: StdSt=[rt+kVt]dt+VtdzS,tdVt=[VVt]dt+VVtdzV,tdrt=a[brt]dt+rdzr,t Note that the short-term interest rate is now stochastic, and the risky

Same question as in 18 when the model is modified as follows: StdSt=[rt+kVt]dt+VtdzS,tdVt=[VVt]dt+VVtdzV,tdrt=a[brt]dt+rdzr,t Note that the short-term interest rate is now stochastic, and the risky asset price follows a different equation than in Question 18. J(t,Wt,rt) J(t,Wt,Vt,rt) J(t,Wt,Vt,St) J(t,Wt,Vt,St,rt)
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