When a Stock Price,S,follows Geometric Brownian Motion with Mean Return

Multiple Choice

When a stock price,S,follows geometric Brownian motion with mean return m and volatility s what is the process follows by X where X = ln S.

A) dX = m dt + s dz
B) dX = (m−r) dt + s dz
C) dX = (m −s2) dt + s dz
D) dX = (m − s2/2) dt + s dz