Let the stochastic process S = f S ( t ); t 0 g satisfy the following SDE: dS ( t ) = S ( t )[0.1 dt + 0.2 dZ ( t )] where Z stands for a standard Brownian motion. Then,

(a) Var [ln( S ( t ))] = 0.2

(b) Var [ln( S ( t ))] = 0.4

(c) Var [ln( S ( t ))] = 0.2 t

(d)Var [ln( S ( t ))] = 0.4 t

(e) None of the above