2. Consider the stochastic differential equation (SDE): ds,= Scudt + odW), So = S, where Hi and o are constant drift and volatility, respectively, and {W}ezo denotes standard Brownian motion. Find the SDE (DY) for the following quantities. (a) Y =W; (b) Y = eat In S, for some constant a > 0 (the dynamics of Y should not contain S). 2. Consider the stochastic differential equation (SDE): ds,= Scudt + odW), So = S, where Hi and o are constant drift and volatility, respectively, and {W}ezo denotes standard Brownian motion. Find the SDE (DY) for the following quantities. (a) Y =W; (b) Y = eat In S, for some constant a > 0 (the dynamics of Y should not contain S)