Assume an asset price St follows the geometric Brownian morion, dSt=Stdt+StdWt,S0=s>0 where and are cons tants and r is the risk free rate. Compute Var[Stn] where n is a cons tant. S02ne(2n+n(n1)2)t(en22t1)S02ne(2n+n(n+1)2)t(en22t1)S02ne(2n+2n(n1)2)t(en22t1)S02ne(2n+(n1)2)t(en22t1)S0ne(2n+n(n1)2)t(en22t1)S02ne(2n+n(n1)2)t(e2n22t1)