answer correctly with explanation

The time- price of a stock is S(r) . A claim on a stock pays C(t) = Vt35(t). S() follows a geometric Brownian motion of the form d(S(t)) = 0.15(t)dt + 0.25(t)dZ(t) where Z(r) is a standard Brownian motion. Determine the drift of the process followed by In C(1)