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Odd process) Lel overning w. 11/ (Expected Ito) Consider an asset whose price follows the geometric Brownian process dS(t) S(t) dt + S(t) dz, where z is a standard Wiener proce (a) At time t (when SC) is known), what is the expected value of the asset's price at the ss future time T? This is denoted E, [S(T)]. (b) Let WO) EIS(T)]. What is the process governing W (1)? (c) Let W(O) = 1. What are EolW(t)] and E0 [In W(t))? d) What are VarolW()] and Varo[In W(t)]? Odd process) Lel overning w. 11/ (Expected Ito) Consider an asset whose price follows the geometric Brownian process dS(t) S(t) dt + S(t) dz, where z is a standard Wiener proce (a) At time t (when SC) is known), what is the expected value of the asset's price at the ss future time T? This is denoted E, [S(T)]. (b) Let WO) EIS(T)]. What is the process governing W (1)? (c) Let W(O) = 1. What are EolW(t)] and E0 [In W(t))? d) What are VarolW()] and Varo[In W(t)]