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Based on lto's lemma, if a variable follows the following process dX= mX dt+sX dz What is the coeffcient on the dz term for X^2?

Based on lto's lemma, if a variable follows the following process dX= mX dt+sX dz What is the coeffcient on the dz term for X^2?

A.sX^2

B.2sX^2

C.sX

D.mX

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