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Assume that the initial value of the money market account is A(0) = 1: Consider the following strategy:x(t)=\begin{cases} -1 & \text{for \ensuremath{t\in[0,\frac{1}{2}T)}}\\ 1 & \text{for \ensuremath{t\in[\frac{1}{2}T,T]}} \end{cases} a) Is x(t) an Ito process? b) Find y(t) so that (x(t); y(t)) is self-nancing. c) Is (x(t); y(t)) an admissible strategy? d) Is (x(t); y(t)) a martingale strategy? 3. Is it possible to nd a self-nancing strategy such that V (t) = S^2(t)?