11. In the following, assume that AX- N(0, Ar) and then find the conclusion of Ito's Lemma. (a) AS = 35 Ar+ 65 AX. (b) AS = HAr+aSAX. (c) AS = 25AI + 30 sAX. (c) AS = Ar +as'AX.

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11. In the following, assume that AX- N(0, Ar) and then find the conclusion of
Ito's Lemma.
(a) AS = 35 Ar+ 65 AX.
(b) AS = HAr+aSAX.
(c) AS = 25AI + 30 sAX.
(c) AS = Ar + asAX.
Transcribed Image Text:11. In the following, assume that AX- N(0, Ar) and then find the conclusion of Ito's Lemma. (a) AS = 35 Ar+ 65 AX. (b) AS = HAr+aSAX. (c) AS = 25AI + 30 sAX. (c) AS = Ar + asAX.
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