Assume an asset price St follows the geometric Brownian morion, dSt = usedt +ostdWt, So = s > 0 where u and o are constants and r is the risk - free rate. Compute Var[S"] where n is a constant. O sen e(2 mutn(n-1)o?)t ( entalt - 1) O san e(2nut 2n(n-1)o']t ( entalt - 1) O sare (2must (n-1jo?)t (entalt - 1) San e (2nutn(n-1) )team?alt - 1)