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Derive the stochastic differential equations of the following processes given that the underlying price process, Xt, follows the Geometric Brownian Motion: (a) Yt = 2St

Derive the stochastic differential equations of the following processes given that the underlying price process, Xt, follows the Geometric Brownian Motion:

(a) Yt = 2St

b) Yt = e^St

(c) Yt =(e^r(T t))/St

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