Question IV: You are given that the stochastic process for a stock is described by: ds = udt + odz S If there is a financial instrument of value V where V = 54e-t/10, determine the process that V follows. Provide your answer in the form dV = av dt + 5V dz where a and b will contain the parameters u and o. If you are given that "a" in the process for V is equal to 3%, and u= 1%, what is the volatility of S