Let SUE) denote the price of a security at time t. A popular model for the process {5 (t)1 t 2 0} supposes that the price remains unchanged until a \"shock\" occurs, at which time the price is multiplied by a random factor. If we let N (t) denote the number of shocks by time t, and let X!- denote the ith multiplicative factor, then this model supposes that Nit) 3(3) = 5(0) H X:- Where HE? X1- equals 1 when N (t) = D. suppose that the X1- are independent exponential random variables with rate n; that {N [t),t 2 U} is a Poisson process with rate /\\ independent of the Xi's and that 3(0) = 3. Find lElS(t)] and lElS