The following equation is used by Heston (1993, "A Closed Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options", Review of Financial Studies) to model the instantaneous variance Vt of a risky asset: dVt=[VVt]dt+VVtdzt Here, z denotes a Brownian motion and the parameters ,V and V are constant. What is the equation satisfied by the instantaneous volatility t=Vt ? dt=[[2V22]t12t]dt+dztwith=V/2dt=2tdt+tdztwith=V/2dt=[[2V2]t12t]dt+dztwith=V/4dt=[[2V2]t12t]dt+tdztwith=V/4