Assume an asset price St follows the geometric Brownian morion, dS=uStdt+oScdWt, So=5>0 where u and o are constants and r is the risk-free rate. Compute E[S:"] where n is a constant. (2nu+ n(2n-1) 2) (nu+n- Sope So"elnu+ n(n-1)02) (nu + n(n+1) Fit S." (nu+n(n-1)2) (142 + n(n+1) Sone