Almgren–Chriss with drift

Let the unaffected price have drift $\alpha$ (₹ per share per day): $dS = \alpha\,dt + \sigma\,dW$. For a sell programme in continuous time with temporary impact $\eta$ and risk aversion $\lambda$, show that $E[\text{IS}] = \tfrac12\gamma X^2 + \eta\int_0^T\dot x^2dt - \alpha\int_0^Tx\,dt$ and derive the optimal trajectory. Specialise to $\lambda = 0$ and evaluate for the 5.7 stock with $\alpha = \pm\text{₹}5$ per day. What constraint must you add if $\alpha$ is large and positive?