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b) Suppose that the dynamic of an asset (V) is governed by the following diffusion: = ( ) + 3/2 , where , and are

b) Suppose that the dynamic of an asset (V) is governed by the following diffusion: = ( ) + 3/2 , where , and are constants and Wt is a Wiener process. Apply Ito's lemma to derive the stochastic process followed by = .

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