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Consider an asset with value Sm at time-step mot and expected value Sm+1 under a continuous random walk model, E[sm+1 sm] = S'p(sm, mot; S', (m + 1)St)ds', 0 where p(S, t; S't') is the probability density function p(S, t; S't') = e -(log(S,/s)-(7-202)(t'-t)) /202(t' -t) oS' \\2n(t' - t) for a risk-neutral random walk. Show that E [Sm+1|sm] = erstym. Hint: use S = ex and then complete the square in the exponent