Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2011/f/1/b/iii/solution

Every point of the indicated ray has the form with ; the apex is excluded. Substitution into the preceding tangent space formula gives
independent of . The affine tangent plane has the same equation, since the ray lies in this plane. Thus both interpretations of the requested tangent plane are constant along this generator of the cone.

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