The prices of two stocks satisfy dS(t) = Q1Si(t) dt + 01,10W (t) dS2(t) = Q2S2(t) dt + 02,1dWi(t) + 02,20W2(t), = 1 - = , where (Wi(t), t > 0) and (W2(t), t > 0) are independent standard Brownian motions with respect to a filtration (Ft, t > 0). Let X(t) = et(Si(t)+S2(t)), t > 0. Write the dynamics of X(t), t > 0 as an It process. The prices of two stocks satisfy dS(t) = Q1Si(t) dt + 01,10W (t) dS2(t) = Q2S2(t) dt + 02,1dWi(t) + 02,20W2(t), = 1 - = , where (Wi(t), t > 0) and (W2(t), t > 0) are independent standard Brownian motions with respect to a filtration (Ft, t > 0). Let X(t) = et(Si(t)+S2(t)), t > 0. Write the dynamics of X(t), t > 0 as an It process