In the continuous time model, the price process of a stock can be derived to the formula S(t) = S(0)e^mu t+ sigma W(t) where (W(t))_t greaterthanorequalto 0 is a Brownian motion. Assuming S(0) = 60, stock return is 20% per year and risk is 40% per year. (a) Compute the expected price at the first quarter, i.e. .E[5(0.25)] (b) Compute the risk at time t = 0.25. i.e. sigma_S (0.25)