Please help ASAP

2. (30 points in total): (a) {10 points) Suppose that the process X; = (\"\"31 is a martingale where o is some number and Bt is a standard Brownian motion. Find a. \f(c) (10 points) Apply Ito's lemma to calculate dX, for Xt = Belo Bidsto sdBs where By is a standard Brownian motion. Calculate the instantaneous expected rate of return 1Et dX dt Xt