Question: If follows the geometric Brownian motion process in equation (14.6), what is the process followed by (a) y = 2S, (b) y = S 2

If  follows the geometric Brownian motion process in equation (14.6), what is the process followed by

(a) y = 2S,

(b) y = S2,

(c) y = eS,

(d) y = er(T-t)/S. In each case express the coefficients of dt and dz in terms of  rather than S. 

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