Question 6 (16 marks). The price S(t), t > 0, of a share is described by the following stochastic differential equation: ds, = as dt +o(t)S, AW, with initial value S(0) = So, where a is a constant and o(t), t > 0, is a positive function (a) Solve this equation. (b) Write down S(t) with So = 28, a = 0.5, and o(t) = [0.1 +0.05= sin(t)) } and compute the probability that in a years time the price of the share will be less than it is now Question 6 (16 marks). The price S(t), t > 0, of a share is described by the following stochastic differential equation: ds, = as dt +o(t)S, AW, with initial value S(0) = So, where a is a constant and o(t), t > 0, is a positive function (a) Solve this equation. (b) Write down S(t) with So = 28, a = 0.5, and o(t) = [0.1 +0.05= sin(t)) } and compute the probability that in a years time the price of the share will be less than it is now