need details plz

1. Consider the Black-Scholes model of stock price 2 5(t)=3(0)exp((a_5_"7)t+aze)), 03:00, 5(0):x, Where a is the expected rate of return, 6 is the dividend yield rate, a is the volatility and Z (t) is the standard Brownian motion at time t, that is, normal random variable with mean 0 and variance t for every t 2 0. (a) [2 points] Derive the formula for lP'(S(t) (-) , where (b) [2 points] Similarly, derive the formula for the expectation ]E[Sp(t)] of Sp (t) for every 0 S t