Let S(t) be given by the usual formula for an asset price process S(t) = S(0) exp{oW(t) + with positive constants a and o. (a) If X(t) = S(t), calculate dX(t) = ... dW(t) +... dt (b) What is the quadratic variation [X,X](t)? Let S(t) be given by the usual formula for an asset price process S(t) = S(0) exp{oW(t) + with positive constants a and o. (a) If X(t) = S(t), calculate dX(t) = ... dW(t) +... dt (b) What is the quadratic variation [X,X](t)