A stock price (Xt)to is assumed to follow a geometric Brownian motion, so for all t 0 X = X exp ((-) + 0W ). Xt for constants u, o and a Brownian motion W. We assume that = 15 %.year , o = 30 %.year /2, and the current price is Xo - 50 Gils. Give your answers with 2 decimal digits (e.g. 3.14). (a) Compute the expected stock price after = 1 month. [ (b) Compute the standard deviation of the price after t = 1 month A stock price (Xt)to is assumed to follow a geometric Brownian motion, so for all t 0 X = X exp ((-) + 0W ). Xt for constants u, o and a Brownian motion W. We assume that = 15 %.year , o = 30 %.year /2, and the current price is Xo - 50 Gils. Give your answers with 2 decimal digits (e.g. 3.14). (a) Compute the expected stock price after = 1 month. [ (b) Compute the standard deviation of the price after t = 1 month