Problem 4.1 (14.16 in Hull) Assume that the stock price Sl follows the geometric Brownian motion process SdSl=dt+dzl. What is the process followed by: (a) y=2S (b) y=S2 (c) y=sin(S) (d) y=S1er(Tl) Problem 4.1 (14.16 in Hull) Assume that the stock price Sl follows the geometric Brownian motion process SdSl=dt+dzl. What is the process followed by: (a) y=2S (b) y=S2 (c) y=sin(S) (d) y=S1er(Tl)