Assume that the price of IBM stock follows the Ito process

\[ d P_{t}=\mu P_{t} d t+\sigma P_{t} d w_{t} \]

where \(\mu\) and \(\sigma\) are constant and \(w_{t}\) is a standard Brownian motion. Consider the daily log returns of IBM stock in 1997. The average return and the sample standard deviation are 0.00131 and 0.02215 , respectively. Use the data to estimate the parameters \(\mu\) and \(\sigma\) assuming that there were 252 trading days in 1997.