2. Suppose the stock price is given as the following stochastic process, S.t / D S.0/ exp r 1 2 2 t C Wt ; t 0; where S.0/ is the initial stock price, r is the continuously compounding interest rate, is the volatility of the stock, and Wt is the Brownian Motion. [35] 2-a) Show that S.t / satisfies the following SDE dS.t / D rS.t / dt C S.t / d Wt ; t 0