If S follows a lognormal random walk, use Ito's lemma to find the differential equations satisfied by
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If S follows a lognormal random walk, use Itô's lemma to find the differential equations satisfied by
(a) f(S) = AS + B,
(b) g(S) = Sn,
(c) h(S, t) = Snemt,
where A,B, m and n are constants.
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