A stock price is currently 50. Its expected return and volatility are 12% and 30%, respectively. What

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A stock price is currently 50. Its expected return and volatility are 12% and 30%, respectively. What is the probability that the stock price will be greater than 80 in 2 years? (Hint: ST > 80 when In ST > In 80.)

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Options Futures And Other Derivatives

ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 21, 2024 09:01 AM

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A stock price is currently 50. Its expected return and volatility are 12% and 30%, respectively. What

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Options Futures And Other Derivatives

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