queuing system

Suppose that a stock price $S_t$ satisfies the following Stochastic Differential Equation $($SDE$)$

$d{S}_t=S_{t}dt+S_{t}d{W}_t$

where $W_t$ represents a standard Brownian Motion.

What is the SDE that the stochastic process $Y_t=S_t^2$ satisfies?

Pick ONE option

A$.d{Y}_t=(2+{}^2)Y_{t}dt+2Y_{t}d{W}_t$

B$.d{Y}_t=(+2{}^2)Y_{t}dt+Y_{t}d{W}_t$

C$.d{Y}_t=(+{}^2)Y_{t}dt+Y_{t}d{W}_t$

D$.d{Y}_t=2Y_{t}dt+2Y_{t}d{W}_t$

E$.|d{Y}_t=(+{}^2)Y_{t}dt+\frac{}{2}{Y}_{t}d{W}_t$