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 Lemma to calculate (a) (3 points) ( d left( sqrt S t ight) ) 2 answers ...

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??????? Suppose the stock price ( S_{t} ) follows Geometric Brownian Motion [ d S_{t}=mu S_{t} d

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??????? 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 ItÃ´'s Lemma to calculate (a) (3 points) \( d\left(\sqrt{S_{t}}\right) \) 2 answers

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??????? Suppose the stock price ( S_{t} ) follows Geometric Brownian Motion [ d S_{t}=mu S_{t} d

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