Could someone please help me with my question?

Given ther S(t), t 20 is a geometric Brownian Motion process with sco) = s, we have s(t ) = sex(+) where X (t ), + 20 is a Brownian Motion process with X (0 ) = 0 and given That E [ e x ] = E [ E [ x ] + Var ( x)/ 2] = E[u+57 /2] where Xis a normal E [ S ( + ) ] = Se (~ + 0 3 / 2 ) t random venable Show That and find E [ s= (t ) ]