If We, t 2 0, is a standard Brownian motion process, decide which of the following processes are standard Brownian motion processes and justify your answer. i) Zt = - - Wat, t20, c> 0; ii) Zt = VtW1, t>0. Suppose that on May 26, 2022, the Wall Street Journal in New York presents the price $1.44 for the October 26, 2022 call option on Google stock with strike price $90. The annual interest rate is about 5% per year. On this date Google stock was trading at $80. Suppose that the financial specialist advises that the volatility of the market is 20%. i) Should you buy the call option as the European one with strike price $90? Justify your answer. ii) Using the put-call parity, find the Black-Scholes value for the European put option on Google stock at May 26, 2022 with the strike price $90, with the same maturity time (Oc- tober 26, 2022). [A table of the standard normal cumulative distribution function @(2) is located at the rear of this exam paper.] Show that the homogeneous Poisson process is a Levy process