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

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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