the price of a security u is ....

(10 marks] The price of a security U is defined as the product of two asset prices R and S, i.e., Ut = R,St, t > 0. Suppose (R) and (S) are two Ito processes defined by dR, 2(100-A)dt+StdBt, = (a) Show that Vi = tu, t 0, is also an Ito process, (b) find its stochastic differential, and (c) evaluate the drift and diffusion coefficient functions at time t = 0 if R,-0.15 and = 35. [Attn. : You don't need to solve the SDEs on R and S.]