Suppose Y(t) is a stochastic process where Y(t)=Y(0)e0.75t+0.28Z(t) and Z(t) is a standard Brownian motion. Suppose W(t) is also a stochastic process where W(t)=e32ktY(t)2. (i) Use It's Lemma to find d(W(t)). ( 9 marks) (ii) Determine the value of k for which the process W(t) is a martingale. (3 marks) Suppose Y(t) is a stochastic process where Y(t)=Y(0)e0.75t+0.28Z(t) and Z(t) is a standard Brownian motion. Suppose W(t) is also a stochastic process where W(t)=e32ktY(t)2. (i) Use It's Lemma to find d(W(t)). ( 9 marks) (ii) Determine the value of k for which the process W(t) is a martingale