Suppose that G is a function of a stock price, S and time. Suppose that $\backslash$sigma $\_$S and $\backslash$sigma $\_$G are the volatilities of S and G$.$ Show that when the expected return of S increases by $\backslash$lambda $\backslash$sigma $\_$S$,$ the growth rate of G increases by $\backslash$lambda $\backslash$sigma $\_$G$,$ where $\backslash$lambda is a constant.