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Suppose that the following It process describes the price of a given stock after t weeks: dS = 0.001S, dt + 0.02S, dzi a.

Suppose that the following It process describes the price of a given stock after t weeks: dS = 0.001S, dt + 0.02S, dzi a. What is the solution to this stochastic differential equation? b. Suppose that there are 52 periods in a year. What are the expected value and variance of the log of price relative for this stock over a 52-week period?

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