The value of a stock follows a Geometric Brownian motion, with drift of 12% and diffusion of 24%. Consider V(S, 1) = , a financial derivative that also follows a Geometric Brownian motion. (a) Find the drift value for the stochastic process followed by Vin 1 years. (b) Find the diffusion value for the stochastic process followed by Vin 5 years. (A) 0.98 (B) 0.96 (C) 0.92 (D) 0.94 (E) 0.90 ): Select 1 Part (a) choices. (A) -0.18 (B) -0.24 (C) -0.20 (D) -0.22 (E) -0.26 The value of a stock follows a Geometric Brownian motion, with drift of 12% and diffusion of 24%. Consider V(S, 1) = , a financial derivative that also follows a Geometric Brownian motion. (a) Find the drift value for the stochastic process followed by Vin 1 years. (b) Find the diffusion value for the stochastic process followed by Vin 5 years. (A) 0.98 (B) 0.96 (C) 0.92 (D) 0.94 (E) 0.90 ): Select 1 Part (a) choices. (A) -0.18 (B) -0.24 (C) -0.20 (D) -0.22 (E) -0.26