Question: 6.22. Suppose that X, is a geometric Brownian motion process with dX, = ux, dt toX, dZt. Consider a function Y, of X, with Yt

6.22. Suppose that X, is a geometric Brownian motion process with

6.22. Suppose that X, is a geometric Brownian motion process with dX, = ux, dt toX, dZt. Consider a function Y, of X, with Yt = (X.)". Derive an expression for dY t

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