Let S(t) be the price of dollar at time t, i.e. the number of euros per dollar. The behavior of S(t) through time is modeled by ()/() = + () for a standard Brownian motion and real value and > 0. Now, let () = 1/() be the exchange rate of euro against the dollar. Show that U(t) satisfies the following stochastic differential equation. ()/() = (2 ) ()