Assume that the stock follows the Ornstein–Uhlenbeck process dS =p（ μ − S ）dt +qdW.
Applying Ito’s formula compute differentials of the following functions.
a) f (S ) = 2S
b) f(t,S) = t (S2)
c) f(t,S) = Stp

In all cases , what is  the drift and volatility of df(t,S)??

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