Considering the forward price F of a non-dividend-paying stock, we have
![](https://test.transtutors.com/qimg/c9aeb4bd-d6c0-4c8e-b1b7-8e6d75e791d7.png)
where r is the risk-free interest rate, which is constant, and Pt is the current stock price. Suppose Pt follows the geometric Brownian motion dPt =
Derive a stochastic diffusion equation for Ft,T.