Given That $d Y _ { t } = b d W _ { t }$

Given that $d Y _ { t } = b d W _ { t }$ and $X _ { t } = Y _ { t } ^ { 3 }$ ,what is $d X _ { t }$ ?

A) $3 b X _ { t } ^ { 1 / 3 } \left[ 2 b d t + X _ { t } ^ { 1 / 3 } d W _ { t } \right]$
B) $3 b Y _ { t } \left[ Y _ { t } d t + b d W _ { t } \right]$
C) $b ^ { 3 } d W _ { t } ^ { 3 }$
D) $b ^ { 3 } d W d t$

Correct Answer:

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