1: The value of a stock follows a Geometric Brownian motion, with drift of 6% and diffusion of 15%. Consider V(S,t) = Vse", a financial derivative that also follows a Geometric Brownian motion. If the interest rate is r = 9.48%, then find the following: (a) Find the drift value for the stochastic process followed by V. (b) Find the diffusion value for the stochastic process followed by V. (A) 0.16 (B) 0.20 (C) 0.14 (D) 0.12 (E) 0.18 =1(a): Select t Part (a) choices. (A) 0.05 (B) 0.10 (C) 0.11 (D) 0.03 (E) 0.07 #110): Select Part (b) choices. 1: The value of a stock follows a Geometric Brownian motion, with drift of 6% and diffusion of 15%. Consider V(S,t) = Vse", a financial derivative that also follows a Geometric Brownian motion. If the interest rate is r = 9.48%, then find the following: (a) Find the drift value for the stochastic process followed by V. (b) Find the diffusion value for the stochastic process followed by V. (A) 0.16 (B) 0.20 (C) 0.14 (D) 0.12 (E) 0.18 =1(a): Select t Part (a) choices. (A) 0.05 (B) 0.10 (C) 0.11 (D) 0.03 (E) 0.07 #110): Select Part (b) choices