need help with this question, thanks

1. [2 points] Suppose that V(t, S(t)) is the time-t price of a derivative written on a stock S(.) with the expected return a = 0.07 and dividend rate S = 0. Assume that Ve(t, x) + 0.03x Vx (t, x) + 0.02x2Vxx(t, x) - 0.03V (t, x) = 0, where Vt is the derivative with respect to t, V. is the derivative with respect to x, and Vex is the second derivative with respect to x. Find the Sharpe ratio (a -r) /o of the stock