3. Suppose S(t), t 2 0 satisfies the following equation ds(t) = us(t)dt + oS(t)dW(t) where u and o are two constants and W(t), t > 0 is a standard Brownian motion. Consider G(t) := 1/S(t), t2 0. (a) Use Ito lemma to find the process that governs G(t), t 2 0, i.c., to find dG(t). (6pt) (b) Suppose S(0) = 50, u = 10%, and o = 20%. Find the expected value of 1/S(2). (4pt)