Problem 1 (a) A stock price S is governed by dS = aSdt + bsdB where B is a standardized Wiener process. Find the process that governs G(t) = Sz (t) (b) Gavin Jones was mystified by Ito's Lemma when he first studied it, so he tested it. He started with S governed by dS = uSat + oSdB and found that Q = In S satisfies dQ = (u- N o' ) dt + odB He then applied Ito's Lemma to this last equation using the change of variable S = e. Duplicate his calculations. What did he get? Show all your calculations