Growth of a price with zero volatility

A price obeys $dS_t=\mu S_t\,dt+\sigma S_t\sqrt{dt}$, and we set $\mu=1$ and $\sigma=0$. The ratio $S_2/S_0$ equals $e^a$; what is $a$?

$a=2$. With no volatility the equation is the ordinary ODE $dS/S=dt$, so $\ln(S_2/S_0)=\int_0^2 1\,dt=2$.