The variable S is an investment asset providing income at rate q measured in currency A. It follows the process
![](https://book.transtutors.com/qimg/e2cb51a5-31e7-4bd4-835c-5f555aa4040b.png)
in the real world. Defining new variables as necessary, give the process followed by S, and the corresponding market price of risk, in:
(a) A world that is the traditional risk-neutral world for currency A
(b) A world that is the traditional risk-neutral world for currency B
(c) A world that is forward risk neutral with respect to a zero-coupon currency A bond maturing at time T
(d) A world that is forward risk neutral with respect to a zero coupon currency B bond maturing at time T.