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A routine question from a textbook, course, or test used for a class or self-study. This community's policy is to "provide helpful hints" for self-study questions.
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Implication of unique risk neutral measure
I'm reading Shreve Stochastic Calculus II, theorem 5.4.9 (Second fundamental theorem of asset pricing),
This is the part that confuses me :
suppose there is only one risk-neutral measure. This …