The price process S(t) of a traded security satisfies the following stochastic differential equation d(S(t)) =(u-)S(t)d(t) +S(t)dW(t)

1)Show that W(t)+t is a Brownian motion under the risk neutral probabilty measure if =(u-r)/

2)Calculate the value of in the case in which u=0.04+r and =0.4