Your goal is to extract structured information from the user's input that matches the form described below. When extracting information please make sure it matches the type information exactly. Do not add any attributes that do not appear in the schema shown below.
```TypeScript
question_body_parts: { // A single part of a question with marks
 sub_question_id: string // The name of a sub question
 sub_question_text: string // The body of a sub question
 sub_question_mark: number // The mark of a sub question.
}
```
Please output the extracted information in JSON format. Do not output anything except for the extracted information. Do not add any clarifying information. Do not add any fields that are not in the schema. If the text contains attributes that do not appear in the schema, please ignore them. All output must be in JSON format and follow the schema specified above. Wrap the JSON in <json> tags.
Input: Consider a financial market with two instruments: a money market account yielding the risk free rate $\left(r_{t}\right)_{t \geq 0}$, and a risky stock with price process $\left(S_{t}\right)_{t \geq 0}$. You can lend and borrow freely at the riskless rate.
a. Write down an example of continuous-time dynamics for $(r, S)$ satisfying all of the following conditions: (i) the price processes of the two instruments have continous trajectories; (ii) zero coupon bond prices are exponential affine functions of the short rate, which is independent of other market variables; (iii) the stock price exhibits stochastic volatility, which is described by a univariate affine process independent of $\left(r_{t}\right)_{t \geq 0}$ ( 4 marks)
b. Consider a contingent claim $H_{T}=h\left(T,\left(r_{t}\right)_{t \in[0, T]}\right)$ (for some deterministic function $h$ ), which needs to be priced within the setup outlined in a. above. Write down a risk-neutral valuation formula yielding the price $H_{t}$ of $H_{T}$ at some time $t \in[0, T]$. Is the price unique? Discuss. (4 marks)
c. Consider a contingent claim $G_{T}=g\left(T, S_{T}\right)$ (for some deterministic function $g$ ), which needs to be priced within the setup outlined in a. above. Write down a risk-neutral valuation formula yielding the price $G_{t}$ of $G_{T}$ at some time $t \in[0, T]$. Is the price unique? Discuss. (4 marks)
Output: <json>{"question_body_parts": [{"sub_question_id": "", "sub_question_text": "Consider a financial market with two instruments: a money market account yielding the risk free rate $\\left(r_{t}\\right)_{t \\geq 0}$, and a risky stock with  Please repeat the request first, then give your response.
user