OOSTUU JUIZ (1) Assume that the price of a stock at time t is Si = So exp(oW+ot), where So > 0,0 >0 and a are constants, and W = (W)e>o is a Wiener martingale with respect to a filtration (F)>0. Prove that S is a martingale with respect to (FI)e>o if and only if a=-202 15 marks OOSTUU JUIZ (1) Assume that the price of a stock at time t is Si = So exp(oW+ot), where So > 0,0 >0 and a are constants, and W = (W)e>o is a Wiener martingale with respect to a filtration (F)>0. Prove that S is a martingale with respect to (FI)e>o if and only if a=-202 15 marks