The value of a stock follows a Geometric Brownian motion, with drift of 14% and diffusion of 38%. Consider V(S, t) = 5, a financial derivative that also follows a Geometric Brownian motion. (a) Find the drift value for the stochastic process followed by V in 1 years. (b) Find the diffusion value for the stochastic process followed by V in 10 years. (A) 1.0044 (B) 0.9843 (C) 1.0647 (D) 1.0446 (E) 1.0245 - Select 1 Part (a) choices. (A) -0.3876 (B) -0.3724 (C) -0.3572 (D) -0.3800 (E) -0.3648 The value of a stock follows a Geometric Brownian motion, with drift of 14% and diffusion of 38%. Consider V(S, t) = 5, a financial derivative that also follows a Geometric Brownian motion. (a) Find the drift value for the stochastic process followed by V in 1 years. (b) Find the diffusion value for the stochastic process followed by V in 10 years. (A) 1.0044 (B) 0.9843 (C) 1.0647 (D) 1.0446 (E) 1.0245 - Select 1 Part (a) choices. (A) -0.3876 (B) -0.3724 (C) -0.3572 (D) -0.3800 (E) -0.3648