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2. (5pts) A stock price S(t) is governed by dS = aSdt + bSdz where z is a standard Wiener process. Use Ito's lemma to

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2. (5pts) A stock price S(t) is governed by dS = aSdt + bSdz where z is a standard Wiener process. Use Ito's lemma to find the process that governs G(t) = S2. 2. (5pts) A stock price S(t) is governed by dS = aSdt + bSdz where z is a standard Wiener process. Use Ito's lemma to find the process that governs G(t) = S2

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