following specifications: paying stock whose prices process follows the Geometric Brownian motion with the The current stock price is 100. o . The continuously compounded expected rate of return on the stock is 10% r . The stock volatility is 30% r= 30% -o (i) The stock t) can be written as aebz(0+ct for some constants a, b, and c. Determine the prices process S values of these constants. 03 X (ii) The stock prices process S(t) can be written as dS(t) aa(S(t))dt + (S(t))dZ(t) for some functions a(z) and (2). Determine precise expressions for a(z) and (24) s) (iii) Let Y(t) = S(t)2. You are given that da for some functions (y) and (y). Find the values of 2(1) and, r(1) following specifications: paying stock whose prices process follows the Geometric Brownian motion with the The current stock price is 100. o . The continuously compounded expected rate of return on the stock is 10% r . The stock volatility is 30% r= 30% -o (i) The stock t) can be written as aebz(0+ct for some constants a, b, and c. Determine the prices process S values of these constants. 03 X (ii) The stock prices process S(t) can be written as dS(t) aa(S(t))dt + (S(t))dZ(t) for some functions a(z) and (2). Determine precise expressions for a(z) and (24) s) (iii) Let Y(t) = S(t)2. You are given that da for some functions (y) and (y). Find the values of 2(1) and, r(1)