Typo in Exercise 2c

In the formula at the very end of page 2 on the exam, there is a typo. The formula

P=E_{tilde Q}[max(exp(....)-1,0)]

contains both time "t" and "T". The two occurrences of "t" should read "T"! Hence the expression in the argument of exp(...) is

(a+1/2sigma_2^2) T + sigma_1 W_1(T)-sigma_2W_2(T)+I(T)