??????? Suppose the stock price ( S_{t} ) follows Geometric Brownian Motion [ d S_{t}=mu S_{t} d t+sigma S_{t} d B_{t} . ] Using It's

??????? Suppose the stock price \( S_{t} \) follows Geometric Brownian Motion \[ d S_{t}=\mu S_{t} d t+\sigma S_{t} d B_{t} . \] Using Itô's Lemma to calculate (a) (3 points) \( d\left(\sqrt{S_{t}}\right) \) 2 answers