Question: See question below: Let S(t),t Ii 0 be a geometric Brownian motion process with drift parameter p and volatility parameter a: Assuming that 3(0) is

See question below:

See question below: Let S(t),t Ii 0 be a geometric Brownian motion

Let S(t),t Ii 0 be a geometric Brownian motion process with drift parameter p and volatility parameter a: Assuming that 3(0) is 2 , find Var(5(t))

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