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1. For a process = log ( 7 ) + [ wa (u ) Z ( u ) du + / Vcos ( u )aw

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1. For a process = log ( 7 ) + [ wa (u ) Z ( u ) du + / Vcos ( u )aw ( u ) Find: Ele So w3(u)du z ( t) ] hint: you might want to look at the Ito decomposition of the expression in the expectation. 2. For a stock that follows Geometric Brownian Motion, S(t), determine the value of the expression: ELS' (t) - 2S(t) t2 + + 4 ]

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