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  3. (c) given s(t) be the stock price at time-t. you a

(c) Given S(t) be the stock price at time-t. You are given the followings: ...

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(c) Given S(t) be the stock price at time-t. You are given the followings: The annual risk-free interest rate is r, compounded continuously. The stochastic process of S(t) under true probability measure is given by dS(t) = (a-8)dt + odz(t) S(t) where Z(t) is a standard Brownian motion under the true probability measure. For 0

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