1. A financial asset has independent daily log-returns P1, 12, 13, ... with mean Hd = 0.0001 and variance oa = 0.0004. We wish to model the intra-day movements of the price S(t) over the course of a 6-hour trading day. We use two models, in which the log-returns follow (i) a binomial model in which the time step is 10 minutes, and (ii) a Brownian motion model. In both models, the time unit will be hours, so the time range will be 0