The value of a stock follows a Geometric Brownian motion, with drift of 6% and diffusion of 38%. Consider V(S, t) = 54e-t/10 a financial derivative that also follows a Geometric Brownian motion. (a) Find the drift value for the stochastic process followed by V. (b) Find the diffusion value for the stochastic process followed by V. (c) Assume that you sell 21 of these derivatives V at time t = 30 and that S = 5. What is your hedge position? (d) How many shares? The value of a stock follows a Geometric Brownian motion, with drift of 6% and diffusion of 38%. Consider V(S, t) = 54e-t/10 a financial derivative that also follows a Geometric Brownian motion. (a) Find the drift value for the stochastic process followed by V. (b) Find the diffusion value for the stochastic process followed by V. (c) Assume that you sell 21 of these derivatives V at time t = 30 and that S = 5. What is your hedge position? (d) How many shares