Question: Question 5. For an underlying whose price dynamic follows the following SDE d S(t) = us(t) dt +o S(t) d W(t) Let X(t) = VS(t)

Question 5. For an underlying whose price dynamic follows the following SDE d S(t) = us(t) dt +o S(t) d W(t) Let X(t) = VS(t) Use Ito's lemma to determine the SDE which describes the price dynamics of X(t), assuming S(0) > 0

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