Note S_t the price of a stock. Assume that S₀ is the price at t=0,

and dS_t = S_t(?dt +?dB_t). the risk-free rate is r. Determine the drift and diffusion terms of F_t = S_texp(r*(T-t))

b. Note St the price of a stock. Assume that So is the price at t=0, and dSt = St(udt + odBt). The risk-free rate is r. Determine the drift and diffusion terms of Ft = Stexp (r * (T - t))