This is a known result: e.g., in Zipkin (2000, p. 48) this policy is proven using calculus, and in Johnson and Montgomery (1974, p. 31) the result is mentioned with the comment that it can be shown.
This is a known result:e.g., in Zipkin (2000, p. 48) this policy is provenusing calculus, and in Johnson and Montgomery(1974, p. 31) the result is mentioned with thecomment that it can be shown.