Consider a variable S that follows the process dS = dt + dz. For the first three

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Consider a variable S that follows the process dS = dt + dz.

For the first three years, =2 and = 3; for the next three years, =3 and = 4. If the initial value of the variable is 5, what is the probability distribution of the value of the variable at the end of year 6?AppendixLO1

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