(10 points) Consider the Black-Scholes-Merton model where the stock price of a (non-dividendpaying) stock (St)t0 with initial spot price S0 (today at time t=0 ) is modeled by St=S0e(22)t+Bt(t0) with expected return R, volatility >0 and (standard) Brownian motion (Bt)t0. Compute the dynamics (stochastic differential equation) of the inverse of stock price process It=St1(t0). Hint: Use the dynamics of the stock price process (St)t0 and It's formula with a suitable function g(x). (10 points) Consider the Black-Scholes-Merton model where the stock price of a (non-dividendpaying) stock (St)t0 with initial spot price S0 (today at time t=0 ) is modeled by St=S0e(22)t+Bt(t0) with expected return R, volatility >0 and (standard) Brownian motion (Bt)t0. Compute the dynamics (stochastic differential equation) of the inverse of stock price process It=St1(t0). Hint: Use the dynamics of the stock price process (St)t0 and It's formula with a suitable function g(x)