. Let S follow the geometric Brownian motion process given by the equation dS/ S = 0.05dt + 0.3dz. Here, r = 5% is the risk-free rate, = 30% is the volatility of the stock price, and z is the basic Wiener process (zero drift rate and 1.0 variance rate). (a) Use It's lemma to find the stochastic process followed by G = ln F = ln(S) + 0.05 (4 t), where F = Se0.05(4t) is the forward price with maturity 4 years (0 t 4). (b) The stock price S is currently S0 = $10. What is the current 4-year forward price, F0 (set t = 0)? Use it with (a) to determine the probability distribution of the 4-year forward price F in t = 3 years. Then determine the 95% confidence interval for the 4-year forward price F in t = 3 years.