4. Assume that you have a stock process that follows the model S(t) = S(0)eat+0W (1) . for constants S(0),a, and o. Further assume that this stock exists in a market where there is a constant risk-free interest rate r. (a) Find a probability measure under which the discounted stock pro- cess is a martingale. (b) Express the process that is a Brownian motion under this new measure. 4. Assume that you have a stock process that follows the model S(t) = S(0)eat+0W (1) . for constants S(0),a, and o. Further assume that this stock exists in a market where there is a constant risk-free interest rate r. (a) Find a probability measure under which the discounted stock pro- cess is a martingale. (b) Express the process that is a Brownian motion under this new measure