Need a thorough explanation please! Thank you

= 5. Suppose that a stock price S follows geometric Brownian motion with expected return u and volatility o: dS = u Sdt +oSdz Given the initial stock price is So. For the future time T, what distribution does St follow? (Hint: G = InS) = 5. Suppose that a stock price S follows geometric Brownian motion with expected return u and volatility o: dS = u Sdt +oSdz Given the initial stock price is So. For the future time T, what distribution does St follow? (Hint: G = InS)