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Let s follow geometric Brownian motion with expected return and volatility . Show the process followed by G(s, t) = s(a + bt), where a

Let s follow geometric Brownian motion with expected return and volatility . Show the process followed by G(s, t) = s(a + bt), where a and b are constants, also follows geometric Brownian motion. Identify the drift and volatility terms. Please show all work

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