could some one help plz

6 .a) b) A stock price is modelled using a lognormal model with drift [.1 = 0.1 and volatility a = 0.3. i) Please provide an expression for the stock price and state at least three characteristics of the returns according to this model. ii) Please explain how would you empirically test independence of returns. Please provide two equivalent tests. As a result of the COVlD-19 crisis there was a global move to home working, and increased reliance on video conference facilities such as those offered by Zoom Video Communications. At the same time there was a sudden increase in trading volumes for Zoom Technology shares. The latter is a company that sells electronic technology for mobile phones. It was soon established that this was a clear case of mistaken identity. Please propose and explain a test for establishing whether the markets are efcient in this case