Let S be a process dS=1 dt + odW where W, is a (one-dimensional) standard Brownian motion. In each case, find the drift and volatility of X = f(t, St), where f is the function given. That is, find dX,. For both parts, write your answer in terms of p, ot, t, X, dt, and dW. That is, substitute out St. (a) (5 points) X = t St. (b) (5 points) X = (log S) + 3t