3. Show that the solution to the inverted stock price process 1 1 d = -rdt - 0 St St is given by 1 = 1 exp So P()-ows] St Given this solution, proceed to evaluate the expectation V6 5:3 [(1-4 1)) 3. Show that the solution to the inverted stock price process 1 1 d = -rdt - 0 St St is given by 1 = 1 exp So P()-ows] St Given this solution, proceed to evaluate the expectation V6 5:3 [(1-4 1))