Solution

ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2009/p/p3/c/solution

If is a node, both sides vanish and any works. Otherwise put and . The function has distinct zeros, at the nodes and at . Repeated application of Rolle's theorem gives an interior point where . As and , this gives . Therefore
The distinct nodes and ensure , so the interior point is meaningful.

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