(5) Let dS=Sdt + 2SdW and let Z(t) = S(t)³. What is the SDE for 2? The following answers are proposed. (a) dz 15dt +6dW (b) dz 152dt +6ZdW (c) dz-62dt + 15zaw (d) dz-15Zdt +6dW (e) None of the above is correct. Choose the best answer. The correct answer is (Select One) (a) O (b) O (c) O (d) O (e) O N/A O

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A:

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