11. Let V (t) be the price of a stock, per share, at time t. Suppose that...
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11. Let V (t) be the price of a stock, per share, at time t. Suppose that the stock’s current value, per share, is $95.00 with drift parameter −$2 per year and variance parameter 5.29. If $ V (t): t ≥ 0 % is a geometric Brownian motion, what is the probability that after 9 months the stock price, per share, is below $80?
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Related Book For 
Fundamentals Of Probability With Stochastic Processes
ISBN: 9780131453401
3rd Edition
Authors: Saeed Ghahramani
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