Question 4 The price of a non-dividend paying stock "XYZ" is supposed to follow a geometric Brownian motion with constant expected return of 7.5% per annum, with continuous compounding, and constant volatility of 28% per annum. The time interval in which the price of stock XYZ" changes is 0.01 year. a) Write down the expression for the geometric Brownian motion ds of the stock price in this specific case. [5 marks] b) Consider a random function generating the following numbers: ,= -0.8078 (notice the minus sign), Ex=1.006, E3=-1.9866 (notice the minus sign). Assume a starting stock price of $25. Determine the three subsequent stock prices following the starting stock price of $25