please can you solve, there's no missing links or info, very urgent, thank you

L_ '\"" 'W J b) Prove that 3;\" = % B7: is a Standard Brownian Motion. [4 marks] c) Suppose the stochastic differential equation governing the local behaviour of a stock price process is driven by: List = 05131: _ CtStdt Where a: and a are positive constants. Apply Ito's lemma on the function f (t, St) = exp (at)St to prove that t St = 15'0 exp(o:t) + of exp (a(t 3)) dBt 0 [6 marks] d) Explain whether the model in part c) is appropriate for modelling stock prices. [4 marks]