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Consider a stock price S=S(t), a function G=G(S, t) of the stock price S and time t, and suppose that the stock price follows a

Consider a stock price S=S(t), a function G=G(S, t) of the stock price S and time t, and suppose that the stock price follows a geometric Brownian motion process. Provide the mathematical formulation and the financial interpretation of Its lemma for the stochastic process followed by G=G(S, t).

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